+4,509.4%
ETR vs RVTY
+2,936.0%
+1,573.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | +1.5% | +4.1% | -2.6% | +1.0% |
| 30D | +6.6% | +1.3% | +5.3% | +6.3% |
| 3M | +4.4% | +33.3% | -28.8% | +0.5% |
| 6M | -0.3% | +58.3% | -58.6% | -6.2% |
| YTD | +23.3% | +62.7% | -39.4% | +15.0% |
| 1Y | +18.9% | +67.2% | -48.4% | +10.4% |
| 3Y | +155.5% | +87.3% | +68.2% | +130.9% |
| 5Y | +159.9% | -13.4% | +173.4% | +155.7% |
| 10Y | +377.6% | +217.2% | +160.4% | +296.3% |
| All | +4,509.4% | +2,936.0% | +1,573.5% | +2,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling