+172.0%
ET vs RBA
+225.5%
-53.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.9% | +3.2% | -5.1% | -2.6% |
| 30D | -3.1% | +12.0% | -15.1% | -5.9% |
| 3M | -3.9% | +2.9% | -6.8% | -4.9% |
| 6M | +4.0% | -6.3% | +10.3% | +4.5% |
| YTD | +26.4% | -5.9% | +32.3% | +25.9% |
| 1Y | +24.9% | -3.9% | +28.8% | +23.6% |
| 3Y | +85.2% | +64.9% | +20.3% | +55.5% |
| 5Y | +218.3% | +48.5% | +169.8% | +168.4% |
| 10Y | +172.0% | +211.8% | -39.9% | +58.5% |
| All | +172.0% | +225.5% | -53.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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