+35.7%
ET vs RBA
-29.1%
+64.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +0.6% | -1.9% | +2.5% | +0.6% |
| 30D | +5.3% | -13.0% | +18.3% | +4.8% |
| 3M | +15.6% | -23.1% | +38.8% | +14.9% |
| 6M | +20.6% | -22.6% | +43.2% | +20.0% |
| YTD | +38.5% | -20.4% | +58.9% | +37.9% |
| 1Y | +35.7% | -29.6% | +65.3% | +35.8% |
| All | +35.7% | -29.1% | +64.8% | +35.8% |
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 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