+105.0%
ETR vs RVMD
+634.9%
-529.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +1.4% | -1.2% | +2.6% | +1.5% |
| 30D | +1.9% | +1.1% | +0.8% | +1.8% |
| 3M | +1.0% | +39.6% | -38.6% | -1.4% |
| 6M | +4.8% | +110.7% | -105.8% | -1.3% |
| YTD | +19.5% | +160.3% | -140.7% | +10.1% |
| 1Y | +28.1% | +404.9% | -376.8% | +11.5% |
| 3Y | +151.1% | +545.5% | -394.3% | +109.9% |
| 5Y | +125.2% | +584.7% | -459.5% | +82.4% |
| All | +105.0% | +634.9% | -529.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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