+97.6%
ET vs RBA
+32.9%
+64.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +1.3% |
| 30D | +7.5% | -12.3% | +19.8% | +9.2% |
| 3M | +11.4% | -20.5% | +31.9% | +14.3% |
| 6M | +18.5% | -18.5% | +37.1% | +20.9% |
| YTD | +37.4% | -18.2% | +55.6% | +39.2% |
| 1Y | +30.9% | -27.5% | +58.4% | +36.4% |
| All | +97.6% | +32.9% | +64.6% | +85.6% |
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