+316.5%
ROIV vs ET
+235.7%
+80.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.7% | +18.7% |
| 7D | +20.2% | +0.4% | +19.7% | +20.0% |
| 30D | +14.1% | +6.9% | +7.3% | +12.0% |
| 3M | +45.6% | +13.1% | +32.5% | +40.4% |
| 6M | +44.1% | +18.7% | +25.4% | +36.6% |
| YTD | +91.2% | +37.4% | +53.7% | +72.8% |
| 1Y | +221.3% | +34.8% | +186.5% | +191.9% |
| 3Y | +229.2% | +96.8% | +132.4% | +167.7% |
| 5Y | +316.5% | +238.2% | +78.2% | +244.5% |
| All | +316.5% | +235.7% | +80.7% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling