+110.8%
EAT vs RVTY
+74.0%
+36.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.7% |
| 7D | -0.1% | -3.6% | +3.4% | +0.5% |
| 30D | +13.5% | +1.4% | +12.2% | +13.3% |
| 3M | +1.0% | +43.2% | -42.2% | -7.0% |
| 6M | +57.3% | +84.5% | -27.2% | +34.7% |
| YTD | +53.6% | +65.2% | -11.6% | +34.7% |
| 1Y | +110.8% | +74.3% | +36.5% | +79.0% |
| All | +110.8% | +74.0% | +36.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling