+149.5%
ETR vs ROIV
+232.7%
-83.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | +1.0% | +1.0% | 0.0% | +1.0% |
| 3M | -1.3% | +18.3% | -19.5% | -1.7% |
| 6M | +1.9% | +18.3% | -16.4% | +1.4% |
| YTD | +18.2% | +61.0% | -42.8% | +16.6% |
| 1Y | +24.7% | +177.9% | -153.2% | +21.4% |
| 3Y | +150.7% | +199.1% | -48.4% | +143.0% |
| 5Y | +127.0% | +250.7% | -123.7% | +112.3% |
| All | +149.5% | +232.7% | -83.2% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling