+4,312.6%
ETR vs DTE
+3,490.3%
+822.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.6% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.0% | -0.5% | +2.6% | +2.4% |
| 3M | -1.7% | -6.0% | +4.3% | +2.8% |
| 6M | +3.6% | -7.2% | +10.8% | +9.3% |
| YTD | +18.0% | +7.2% | +10.9% | +12.4% |
| 1Y | +26.2% | +4.1% | +22.2% | +22.7% |
| 3Y | +148.0% | +46.9% | +101.1% | +87.7% |
| 5Y | +126.1% | +32.9% | +93.1% | +84.3% |
| 10Y | +302.3% | +144.5% | +157.8% | +113.8% |
| All | +4,312.6% | +3,490.3% | +822.4% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling