+151.0%
ETR vs RVTY
+19.6%
+131.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +1.9% | +10.8% | -9.0% | +1.2% |
| 3M | +1.0% | +26.8% | -25.8% | -0.5% |
| 6M | +4.8% | +39.3% | -34.5% | +2.5% |
| YTD | +19.5% | +31.6% | -12.1% | +17.2% |
| 1Y | +28.1% | +47.7% | -19.6% | +24.1% |
| All | +151.0% | +19.6% | +131.4% | +148.3% |
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