+160.0%
ETR vs ROIV
+287.3%
-127.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.0% |
| 7D | +1.7% | +13.3% | -11.6% | +1.4% |
| 30D | +8.7% | +14.8% | -6.0% | +8.3% |
| 3M | +4.9% | +11.9% | -7.0% | +4.5% |
| 6M | +0.8% | +42.4% | -41.6% | -0.3% |
| YTD | +23.1% | +87.4% | -64.3% | +20.9% |
| 1Y | +17.9% | +97.2% | -79.3% | +15.6% |
| 3Y | +154.5% | +375.7% | -221.1% | +144.6% |
| 5Y | +160.3% | +379.0% | -218.8% | +144.7% |
| All | +160.0% | +287.3% | -127.4% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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