+127.1%
ETR vs RBA
+45.3%
+81.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.4% | -2.9% | +4.4% | +1.8% |
| 30D | +1.0% | -12.3% | +13.3% | +2.7% |
| 3M | -1.3% | -20.5% | +19.3% | +1.6% |
| 6M | +1.9% | -18.5% | +20.4% | +4.3% |
| YTD | +18.2% | -18.2% | +36.4% | +20.5% |
| 1Y | +24.7% | -27.5% | +52.2% | +29.5% |
| 3Y | +150.7% | +38.1% | +112.6% | +132.3% |
| All | +127.1% | +45.3% | +81.9% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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