+2,088.3%
ETR vs RSG
+2,013.0%
+75.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.0% | +3.7% | -1.6% | +1.1% |
| 3M | -1.7% | +6.2% | -7.8% | -3.2% |
| 6M | +3.6% | -2.8% | +6.4% | +4.1% |
| YTD | +18.0% | +5.9% | +12.2% | +16.1% |
| 1Y | +26.2% | -1.8% | +28.0% | +26.4% |
| 3Y | +148.0% | +57.5% | +90.5% | +121.1% |
| 5Y | +126.1% | +91.1% | +35.0% | +92.6% |
| 10Y | +302.3% | +428.1% | -125.8% | +183.9% |
| All | +2,088.3% | +2,013.0% | +75.4% | +1,183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling