+473.4%
ETR vs RNG
+309.1%
+164.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.5% | +1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +1.9% | +11.4% | -9.5% | +1.3% |
| 3M | +1.0% | +72.1% | -71.1% | -1.9% |
| 6M | +4.8% | +67.9% | -63.1% | +1.6% |
| YTD | +19.5% | +144.3% | -124.8% | +12.9% |
| 1Y | +28.1% | +117.5% | -89.4% | +21.6% |
| 3Y | +151.1% | +123.9% | +27.3% | +134.7% |
| 5Y | +125.2% | -70.1% | +195.3% | +130.0% |
| 10Y | +291.1% | +215.9% | +75.3% | +257.9% |
| All | +473.4% | +309.1% | +164.3% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling