+246.8%
ET vs RRX
+14.8%
+232.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.5% |
| 7D | +1.4% | -3.7% | +5.1% | +2.0% |
| 30D | +4.6% | -9.3% | +13.9% | +6.1% |
| 3M | +16.0% | -21.8% | +37.8% | +19.4% |
| 6M | +22.8% | -22.0% | +44.8% | +25.3% |
| YTD | +38.9% | +11.9% | +26.9% | +30.3% |
| 1Y | +34.1% | +11.6% | +22.5% | +25.1% |
| 3Y | +98.8% | +2.2% | +96.6% | +84.4% |
| 5Y | +246.8% | +14.9% | +232.0% | +192.5% |
| All | +246.8% | +14.8% | +232.1% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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