+75.4%
ET vs RBA
+42.3%
+33.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -7.9% | +4.3% | -12.1% | -8.3% |
| 30D | -5.9% | +16.3% | -22.3% | -7.7% |
| 3M | -5.2% | +1.3% | -6.6% | -5.5% |
| 6M | +0.3% | -11.1% | +11.3% | +1.2% |
| YTD | +23.1% | -8.5% | +31.6% | +22.9% |
| 1Y | +22.7% | -2.1% | +24.9% | +20.6% |
| 3Y | +75.4% | +44.6% | +30.8% | +65.9% |
| All | +75.4% | +42.3% | +33.1% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling