+296.9%
ETR vs RVTY
+144.7%
+152.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.8% |
| 7D | +0.4% | -5.4% | +5.8% | +1.3% |
| 30D | +2.0% | +6.7% | -4.7% | +0.9% |
| 3M | -1.7% | +19.0% | -20.7% | -4.7% |
| 6M | +3.6% | +34.6% | -31.1% | -2.2% |
| YTD | +18.0% | +28.3% | -10.2% | +12.0% |
| 1Y | +26.2% | +46.0% | -19.8% | +16.5% |
| 3Y | +148.0% | +16.9% | +131.1% | +132.9% |
| 5Y | +126.1% | -32.9% | +159.0% | +135.8% |
| All | +296.9% | +144.7% | +152.2% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling