+176.1%
ET vs RRC
+6.5%
+169.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | -1.2% | +2.5% | +1.6% |
| 30D | +4.6% | +3.0% | +1.6% | +3.8% |
| 3M | +16.0% | +7.3% | +8.8% | +13.8% |
| 6M | +22.8% | +3.6% | +19.2% | +21.4% |
| YTD | +38.9% | +19.4% | +19.5% | +32.2% |
| 1Y | +34.1% | +21.4% | +12.7% | +26.5% |
| 3Y | +98.8% | +32.8% | +66.1% | +80.9% |
| 5Y | +246.8% | +152.0% | +94.9% | +158.1% |
| All | +176.1% | +6.5% | +169.6% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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