+271.5%
RMD vs ET
+177.0%
+94.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -3.1% | +2.9% | -6.0% | -3.6% |
| 3M | +13.8% | +16.8% | -3.0% | +10.7% |
| 6M | -8.6% | +18.9% | -27.5% | -11.4% |
| YTD | -8.6% | +37.7% | -46.3% | -13.7% |
| 1Y | -19.7% | +32.4% | -52.1% | -23.6% |
| 3Y | +48.4% | +99.5% | -51.1% | +31.1% |
| 5Y | -22.7% | +244.0% | -266.7% | -37.5% |
| All | +271.5% | +177.0% | +94.5% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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