+4,316.7%
ETR vs RVTY
+2,416.7%
+1,900.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | +1.0% | +13.2% | -12.2% | -0.6% |
| 3M | -1.3% | +27.2% | -28.5% | -4.3% |
| 6M | +1.9% | +32.4% | -30.5% | -2.1% |
| YTD | +18.2% | +34.9% | -16.7% | +13.0% |
| 1Y | +24.7% | +52.4% | -27.7% | +17.2% |
| 3Y | +150.7% | +12.3% | +138.4% | +141.4% |
| 5Y | +127.0% | -30.8% | +157.8% | +130.0% |
| 10Y | +295.5% | +150.7% | +144.8% | +238.4% |
| All | +4,316.7% | +2,416.7% | +1,900.1% | +2,345.3% |
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 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