+9,780.5%
EAT vs RVTY
+2,976.2%
+6,804.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -5.9% | -2.7% | -3.2% | -5.3% |
| 30D | +0.7% | +3.2% | -2.6% | -0.4% |
| 3M | -14.2% | +37.2% | -51.4% | -21.8% |
| 6M | +40.7% | +57.7% | -17.0% | +23.2% |
| YTD | +36.0% | +64.8% | -28.9% | +16.8% |
| 1Y | +83.1% | +72.8% | +10.2% | +55.1% |
| 3Y | +474.8% | +89.8% | +385.0% | +367.6% |
| 5Y | +347.6% | -8.4% | +356.0% | +336.4% |
| 10Y | +321.5% | +219.5% | +102.1% | +204.2% |
| All | +9,780.5% | +2,976.2% | +6,804.3% | +4,012.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling