+151.1%
ETR vs ROIV
+380.3%
-229.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +1.1% |
| 30D | +7.0% | +17.6% | -10.6% | +6.4% |
| 3M | +4.6% | +9.0% | -4.4% | +4.2% |
| 6M | +0.1% | +35.3% | -35.2% | -1.0% |
| YTD | +23.2% | +82.2% | -59.0% | +20.6% |
| 1Y | +20.6% | +92.3% | -71.7% | +17.9% |
| 3Y | +156.3% | +336.8% | -180.5% | +144.4% |
| All | +151.1% | +380.3% | -229.2% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling