+290.1%
ETR vs RNG
+222.9%
+67.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.8% | -6.1% | +4.3% | -1.5% |
| 30D | -1.8% | +9.6% | -11.4% | -2.3% |
| 3M | -3.6% | +83.3% | -86.9% | -6.9% |
| 6M | +2.6% | +77.9% | -75.3% | -1.2% |
| YTD | +16.0% | +139.9% | -123.9% | +9.1% |
| 1Y | +20.1% | +121.7% | -101.5% | +13.3% |
| 3Y | +143.6% | +121.9% | +21.7% | +126.0% |
| 5Y | +124.4% | -68.4% | +192.7% | +131.1% |
| All | +290.1% | +222.9% | +67.2% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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