+30.9%
ET vs RNG
+144.7%
-113.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | +0.9% | +5.8% | -4.9% | +0.9% |
| 30D | +7.5% | +19.6% | -12.1% | +7.6% |
| 3M | +11.4% | +67.0% | -55.6% | +11.6% |
| 6M | +18.5% | +88.4% | -69.8% | +18.9% |
| YTD | +37.4% | +155.5% | -118.1% | +37.1% |
| 1Y | +30.9% | +141.7% | -110.7% | +29.9% |
| All | +30.9% | +144.7% | -113.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling