-27.0%
ETHA vs RRX
+9.1%
-36.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +1.7% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +35.3% | -6.1% | +41.4% | +38.6% |
| 3M | +50.9% | -23.1% | +73.9% | +64.0% |
| 6M | +22.1% | -19.5% | +41.6% | +27.2% |
| YTD | -14.6% | +16.1% | -30.6% | -31.5% |
| 1Y | -42.8% | +12.9% | -55.7% | -53.7% |
| All | -27.0% | +9.1% | -36.1% | -41.0% |
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