+160.5%
ETR vs ROIV
+378.2%
-217.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -5.9% | 0.0% |
| 7D | +0.4% | +5.3% | -4.9% | +0.2% |
| 30D | +7.5% | +11.9% | -4.3% | +7.1% |
| 3M | +4.4% | +10.7% | -6.3% | +4.0% |
| 6M | -1.5% | +34.9% | -36.5% | -2.6% |
| YTD | +21.8% | +79.2% | -57.4% | +19.4% |
| 1Y | +18.4% | +89.0% | -70.6% | +15.9% |
| 3Y | +148.5% | +337.3% | -188.8% | +137.6% |
| All | +160.5% | +378.2% | -217.7% | +142.8% |
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