+235.9%
ROIV vs ET
+411.0%
-175.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +1.0% | +7.5% | -6.5% | -0.6% |
| 3M | +18.3% | +11.4% | +6.9% | +15.5% |
| 6M | +18.3% | +18.5% | -0.2% | +13.8% |
| YTD | +61.0% | +37.4% | +23.6% | +49.5% |
| 1Y | +177.9% | +30.9% | +146.9% | +160.7% |
| 3Y | +199.1% | +98.7% | +100.3% | +159.1% |
| 5Y | +250.7% | +230.7% | +20.0% | +200.9% |
| All | +235.9% | +411.0% | -175.1% | +185.5% |
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 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