+382.0%
EAT vs RVTY
+140.1%
+242.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.3% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -1.2% | +10.8% | -12.0% | -6.0% |
| 3M | +52.2% | +26.8% | +25.5% | +35.6% |
| 6M | +65.0% | +39.3% | +25.7% | +39.5% |
| YTD | +55.0% | +31.6% | +23.4% | +33.3% |
| 1Y | +42.1% | +47.7% | -5.6% | +14.5% |
| 3Y | +614.7% | +19.9% | +594.8% | +506.0% |
| 5Y | +322.7% | -32.3% | +355.1% | +376.9% |
| 10Y | +382.0% | +138.4% | +243.6% | +172.9% |
| All | +382.0% | +140.1% | +242.0% | +172.9% |
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