+156.6%
ETR vs RVTY
+90.0%
+66.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +7.7% | +1.7% | +6.0% | +7.5% |
| 3M | +5.7% | +36.8% | -31.1% | +3.4% |
| 6M | -0.3% | +60.1% | -60.4% | -3.7% |
| YTD | +23.4% | +64.0% | -40.6% | +18.4% |
| 1Y | +18.5% | +68.2% | -49.7% | +13.3% |
| All | +156.6% | +90.0% | +66.6% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling