+1,270.3%
RSG vs ET
+1,438.5%
-168.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +4.0% | +2.9% | +1.1% | +3.5% |
| 3M | +7.4% | +16.8% | -9.4% | +4.8% |
| 6M | +0.1% | +18.9% | -18.8% | -2.6% |
| YTD | +6.0% | +37.7% | -31.7% | +0.8% |
| 1Y | -3.0% | +32.4% | -35.4% | -7.2% |
| 3Y | +56.5% | +99.5% | -43.0% | +39.6% |
| 5Y | +90.9% | +244.0% | -153.0% | +55.2% |
| 10Y | +428.7% | +172.1% | +256.6% | +319.6% |
| All | +1,270.3% | +1,438.5% | -168.2% | +369.6% |
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