+291.6%
ETR vs RVTY
+139.0%
+152.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -1.9% | -7.4% | +5.5% | -0.7% |
| 30D | -0.2% | +4.5% | -4.7% | -1.0% |
| 3M | -3.7% | +19.5% | -23.2% | -6.8% |
| 6M | +2.1% | +34.1% | -32.0% | -3.6% |
| YTD | +16.5% | +25.3% | -8.8% | +10.9% |
| 1Y | +22.5% | +47.0% | -24.5% | +12.8% |
| 3Y | +144.7% | +14.1% | +130.5% | +130.6% |
| 5Y | +125.2% | -34.6% | +159.8% | +135.8% |
| All | +291.6% | +139.0% | +152.6% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling