+293.7%
ROIV vs ET
+416.5%
-122.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +19.0% | +1.4% | +17.6% | +18.6% |
| 30D | +16.1% | +4.6% | +11.6% | +15.1% |
| 3M | +44.1% | +16.0% | +28.1% | +39.5% |
| 6M | +37.8% | +22.8% | +15.0% | +31.5% |
| YTD | +88.7% | +38.9% | +49.8% | +74.8% |
| 1Y | +197.3% | +34.1% | +163.2% | +177.5% |
| 3Y | +224.9% | +98.8% | +126.1% | +181.3% |
| 5Y | +311.0% | +246.8% | +64.2% | +251.8% |
| All | +293.7% | +416.5% | -122.8% | +233.8% |
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