+1,459.4%
ET vs RRX
+487.8%
+971.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.4% | +4.3% | -3.9% | -1.0% |
| 30D | +6.9% | -8.0% | +14.9% | +9.7% |
| 3M | +13.1% | -22.0% | +35.1% | +20.4% |
| 6M | +18.7% | -11.9% | +30.6% | +18.6% |
| YTD | +37.4% | +17.1% | +20.3% | +22.2% |
| 1Y | +34.8% | +14.9% | +19.9% | +19.4% |
| 3Y | +96.8% | +6.9% | +89.9% | +67.7% |
| 5Y | +238.2% | +19.6% | +218.7% | +164.1% |
| 10Y | +159.4% | +215.9% | -56.5% | +33.7% |
| All | +1,459.4% | +487.8% | +971.6% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling