+290.1%
ETR vs RRX
+228.4%
+61.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -1.8% | -6.1% | +4.4% | -0.7% |
| 3M | -3.6% | -23.1% | +19.5% | +0.4% |
| 6M | +2.6% | -19.5% | +22.1% | +5.0% |
| YTD | +16.0% | +16.1% | 0.0% | +9.8% |
| 1Y | +20.1% | +12.9% | +7.2% | +13.8% |
| 3Y | +143.6% | +7.9% | +135.7% | +123.7% |
| 5Y | +124.4% | +19.1% | +105.3% | +93.8% |
| All | +290.1% | +228.4% | +61.7% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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