+125.2%
ETR vs RRC
+153.5%
-28.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +1.4% | -1.2% | +2.6% | +1.5% |
| 30D | +1.9% | +9.4% | -7.6% | +0.9% |
| 3M | +1.0% | +7.4% | -6.4% | +0.2% |
| 6M | +4.8% | +1.5% | +3.4% | +4.5% |
| YTD | +19.5% | +19.4% | +0.2% | +17.1% |
| 1Y | +28.1% | +24.2% | +3.9% | +24.8% |
| 3Y | +151.1% | +32.8% | +118.4% | +141.6% |
| 5Y | +125.2% | +152.9% | -27.8% | +114.4% |
| All | +125.2% | +153.5% | -28.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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