+159.4%
ET vs RL
+304.3%
-144.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +6.9% | -12.2% | +19.1% | +10.7% |
| 3M | +13.1% | -6.6% | +19.7% | +14.6% |
| 6M | +18.7% | +3.2% | +15.6% | +15.6% |
| YTD | +37.4% | -1.3% | +38.7% | +35.1% |
| 1Y | +34.8% | +13.6% | +21.2% | +26.4% |
| 3Y | +96.8% | +210.9% | -114.1% | +30.2% |
| 5Y | +238.2% | +246.9% | -8.6% | +106.2% |
| 10Y | +159.4% | +310.1% | -150.7% | +46.1% |
| All | +159.4% | +304.3% | -144.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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