+166.5%
ET vs RBA
+236.6%
-70.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -4.4% | +2.5% | -6.9% | -5.0% |
| 30D | -4.8% | +11.6% | -16.3% | -7.4% |
| 3M | -3.4% | +1.5% | -4.9% | -4.2% |
| 6M | +2.2% | -6.6% | +8.8% | +2.8% |
| YTD | +24.2% | -6.3% | +30.5% | +23.8% |
| 1Y | +24.5% | -4.0% | +28.5% | +23.2% |
| 3Y | +83.6% | +47.3% | +36.3% | +59.0% |
| 5Y | +203.4% | +47.7% | +155.7% | +156.3% |
| 10Y | +166.5% | +224.7% | -58.2% | +55.5% |
| All | +166.5% | +236.6% | -70.0% | +55.5% |
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