+290.1%
ETR vs RSG
+428.9%
-138.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.8% | +4.0% | -5.7% | -4.3% |
| 3M | -3.6% | +7.4% | -11.0% | -8.3% |
| 6M | +2.6% | +0.1% | +2.5% | +1.9% |
| YTD | +16.0% | +6.0% | +10.0% | +10.5% |
| 1Y | +20.1% | -3.0% | +23.1% | +21.1% |
| 3Y | +143.6% | +56.5% | +87.1% | +71.0% |
| 5Y | +124.4% | +90.9% | +33.4% | +33.1% |
| All | +290.1% | +428.9% | -138.9% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling