+1,295.7%
RMD vs ET
+1,435.7%
-140.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.5% | +0.4% | -4.9% | -4.5% |
| 30D | +4.6% | +6.9% | -2.3% | +3.4% |
| 3M | +14.8% | +13.1% | +1.7% | +12.4% |
| 6M | -12.1% | +18.7% | -30.8% | -14.7% |
| YTD | -7.5% | +37.4% | -44.9% | -12.4% |
| 1Y | -20.1% | +34.8% | -54.9% | -24.1% |
| 3Y | +53.9% | +96.8% | -42.9% | +36.6% |
| 5Y | -22.2% | +238.2% | -260.4% | -37.1% |
| 10Y | +268.2% | +159.4% | +108.8% | +195.5% |
| All | +1,295.7% | +1,435.7% | -140.0% | +365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling