+4,368.6%
ETR vs RRX
+3,925.9%
+442.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | +1.4% | +4.3% | -2.9% | +0.8% |
| 30D | +1.9% | -8.0% | +9.9% | +3.1% |
| 3M | +1.0% | -22.0% | +23.0% | +4.1% |
| 6M | +4.8% | -11.9% | +16.7% | +5.5% |
| YTD | +19.5% | +17.1% | +2.4% | +14.9% |
| 1Y | +28.1% | +14.9% | +13.2% | +23.0% |
| 3Y | +151.1% | +6.9% | +144.3% | +137.1% |
| 5Y | +125.2% | +19.6% | +105.6% | +105.6% |
| 10Y | +291.1% | +215.9% | +75.2% | +201.8% |
| All | +4,368.6% | +3,925.9% | +442.7% | +2,786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling