+284.5%
ROIV vs ET
+370.0%
-85.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | +9.2% | +3.0% | +6.2% | +8.5% |
| 30D | +19.9% | -3.5% | +23.4% | +20.7% |
| 3M | +10.6% | -5.6% | +16.2% | +11.8% |
| 6M | +36.1% | +0.5% | +35.5% | +35.6% |
| YTD | +84.3% | +26.3% | +57.9% | +74.0% |
| 1Y | +87.6% | +25.7% | +61.9% | +77.2% |
| 3Y | +353.9% | +85.1% | +268.8% | +298.8% |
| 5Y | +376.1% | +216.4% | +159.7% | +314.6% |
| All | +284.5% | +370.0% | -85.4% | +232.2% |
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