+24.9%
ET vs RBA
-3.8%
+28.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | -1.9% | +3.2% | -5.1% | -1.7% |
| 30D | -3.1% | +12.0% | -15.1% | -2.7% |
| 3M | -3.9% | +2.9% | -6.8% | -3.9% |
| 6M | +4.0% | -6.3% | +10.3% | +3.8% |
| YTD | +26.4% | -5.9% | +32.3% | +27.3% |
| 1Y | +24.9% | -3.9% | +28.8% | +26.1% |
| All | +24.9% | -3.8% | +28.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling