+290.1%
ETR vs DTE
+137.8%
+152.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.7% |
| 7D | -1.8% | -2.6% | +0.8% | +0.3% |
| 30D | -1.8% | -4.4% | +2.6% | +1.9% |
| 3M | -3.6% | -8.3% | +4.8% | +3.5% |
| 6M | +2.6% | -8.1% | +10.7% | +9.9% |
| YTD | +16.0% | +4.4% | +11.6% | +12.0% |
| 1Y | +20.1% | +0.2% | +20.0% | +19.8% |
| 3Y | +143.6% | +42.6% | +101.0% | +80.6% |
| 5Y | +124.4% | +31.5% | +92.9% | +78.2% |
| All | +290.1% | +137.8% | +152.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling