+19.2%
ETR vs RSG
+19.5%
-0.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +3.7% | +5.1% | -1.4% | +2.5% |
| 30D | +11.0% | +15.3% | -4.3% | +7.2% |
| 3M | +3.4% | +18.6% | -15.2% | -1.0% |
| 6M | -3.3% | +19.5% | -22.8% | -7.8% |
| YTD | +23.3% | +17.2% | +6.1% | +17.9% |
| 1Y | +19.2% | +19.6% | -0.4% | +14.0% |
| All | +19.2% | +19.5% | -0.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling