+245.3%
ET vs RRC
+154.4%
+90.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +0.6% | -1.7% | +2.4% | +1.2% |
| 30D | +5.3% | +3.6% | +1.7% | +4.2% |
| 3M | +15.6% | +8.8% | +6.8% | +12.5% |
| 6M | +20.6% | +0.8% | +19.8% | +19.9% |
| YTD | +38.5% | +19.0% | +19.6% | +30.8% |
| 1Y | +35.7% | +22.9% | +12.8% | +26.2% |
| 3Y | +98.4% | +32.3% | +66.0% | +77.8% |
| 5Y | +245.3% | +151.6% | +93.7% | +143.7% |
| All | +245.3% | +154.4% | +90.9% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling