+246.8%
ET vs RNG
-70.1%
+316.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +1.4% | -9.6% | +10.9% | +2.1% |
| 30D | +4.6% | +8.8% | -4.2% | +3.8% |
| 3M | +16.0% | +78.6% | -62.6% | +10.5% |
| 6M | +22.8% | +70.3% | -47.5% | +16.8% |
| YTD | +38.9% | +140.3% | -101.5% | +27.2% |
| 1Y | +34.1% | +126.6% | -92.5% | +23.3% |
| 3Y | +98.8% | +120.2% | -21.4% | +79.3% |
| 5Y | +246.8% | -68.3% | +315.1% | +221.7% |
| All | +246.8% | -70.1% | +316.9% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling