+280.1%
ROIV vs ET
+369.5%
-89.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +1.7% | +2.5% | -0.9% | +1.2% |
| 30D | +17.6% | -2.5% | +20.0% | +18.1% |
| 3M | +9.0% | -4.9% | +13.8% | +10.0% |
| 6M | +35.3% | -0.1% | +35.4% | +35.0% |
| YTD | +82.2% | +26.2% | +55.9% | +72.0% |
| 1Y | +92.3% | +25.2% | +67.1% | +81.8% |
| 3Y | +336.8% | +84.2% | +252.6% | +284.1% |
| 5Y | +370.6% | +216.1% | +154.5% | +309.9% |
| All | +280.1% | +369.5% | -89.4% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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