+159.4%
ET vs RBA
+182.6%
-23.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +6.9% | -13.2% | +20.1% | +10.6% |
| 3M | +13.1% | -21.4% | +34.4% | +19.2% |
| 6M | +18.7% | -20.9% | +39.6% | +24.7% |
| YTD | +37.4% | -19.9% | +57.3% | +43.0% |
| 1Y | +34.8% | -28.7% | +63.5% | +44.7% |
| 3Y | +96.8% | +27.4% | +69.4% | +76.0% |
| 5Y | +238.2% | +41.7% | +196.5% | +182.5% |
| 10Y | +159.4% | +189.6% | -30.2% | +40.8% |
| All | +159.4% | +182.6% | -23.1% | +40.8% |
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