+291.1%
ROIV vs ET
+362.0%
-70.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | +13.3% | -4.4% | +17.8% | +14.3% |
| 30D | +14.8% | -4.8% | +19.5% | +15.8% |
| 3M | +11.9% | -3.4% | +15.4% | +12.6% |
| 6M | +42.4% | +2.2% | +40.2% | +41.3% |
| YTD | +87.4% | +24.2% | +63.2% | +77.5% |
| 1Y | +97.2% | +24.5% | +72.7% | +86.7% |
| 3Y | +375.7% | +83.6% | +292.1% | +318.8% |
| 5Y | +379.0% | +203.4% | +175.7% | +318.8% |
| All | +291.1% | +362.0% | -70.9% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling