+373.4%
ETR vs RL
+369.1%
+4.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +2.6% | +1.3% | +1.2% | +2.3% |
| 30D | +8.7% | +7.6% | +1.0% | +7.4% |
| 3M | +6.4% | -1.5% | +7.9% | +6.4% |
| 6M | +0.7% | +12.1% | -11.4% | -1.6% |
| YTD | +23.0% | +13.9% | +9.1% | +19.5% |
| 1Y | +17.9% | +20.7% | -2.8% | +13.4% |
| 3Y | +154.9% | +260.6% | -105.6% | +100.8% |
| 5Y | +157.3% | +248.9% | -91.6% | +99.2% |
| 10Y | +373.4% | +355.9% | +17.4% | +216.4% |
| All | +373.4% | +369.1% | +4.2% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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