+75.4%
ET vs RL
+240.1%
-164.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -7.9% | -4.2% | -3.7% | -7.4% |
| 30D | -5.9% | +4.3% | -10.2% | -6.6% |
| 3M | -5.2% | -4.6% | -0.6% | -4.7% |
| 6M | +0.3% | +1.7% | -1.4% | -0.6% |
| YTD | +23.1% | +7.3% | +15.7% | +20.1% |
| 1Y | +22.7% | +20.8% | +1.9% | +16.2% |
| 3Y | +75.4% | +247.0% | -171.6% | +43.4% |
| All | +75.4% | +240.1% | -164.7% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling