+315.8%
EAT vs RVTY
+219.4%
+96.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -8.9% | -0.7% | -8.2% | -8.8% |
| 30D | +3.4% | +1.7% | +1.7% | +2.1% |
| 3M | -9.3% | +36.8% | -46.1% | -22.5% |
| 6M | +43.8% | +60.1% | -16.3% | +13.6% |
| YTD | +39.9% | +64.0% | -24.1% | +7.6% |
| 1Y | +89.7% | +68.2% | +21.5% | +43.7% |
| 3Y | +491.3% | +88.8% | +402.5% | +300.6% |
| 5Y | +365.4% | -10.5% | +375.9% | +356.5% |
| All | +315.8% | +219.4% | +96.4% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling