+176.1%
ET vs RUN
+43.4%
+132.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.4% |
| 7D | +1.4% | -3.4% | +4.7% | +1.6% |
| 30D | +4.6% | -14.0% | +18.5% | +5.7% |
| 3M | +16.0% | -27.5% | +43.5% | +18.4% |
| 6M | +22.8% | -29.0% | +51.8% | +24.8% |
| YTD | +38.9% | -53.1% | +91.9% | +44.5% |
| 1Y | +34.1% | -46.7% | +80.8% | +36.9% |
| 3Y | +98.8% | -38.3% | +137.1% | +77.8% |
| 5Y | +246.8% | -80.7% | +327.5% | +234.7% |
| All | +176.1% | +43.4% | +132.7% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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