+163.4%
ET vs RL
+342.1%
-178.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | +3.0% | +2.4% | +0.7% | +2.3% |
| 30D | -3.5% | +4.6% | -8.0% | -4.9% |
| 3M | -5.6% | -1.1% | -4.5% | -5.8% |
| 6M | +0.5% | +16.5% | -16.0% | -5.1% |
| YTD | +26.3% | +11.4% | +14.9% | +19.7% |
| 1Y | +25.7% | +16.1% | +9.6% | +17.2% |
| 3Y | +85.1% | +252.6% | -167.5% | +18.5% |
| 5Y | +216.4% | +244.9% | -28.5% | +96.3% |
| All | +163.4% | +342.1% | -178.7% | +44.6% |
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