+11,556.1%
EAT vs RVTY
+2,416.7%
+9,139.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +1.9% | +13.2% | -11.3% | -1.6% |
| 3M | +68.7% | +27.2% | +41.4% | +57.5% |
| 6M | +66.9% | +32.4% | +34.5% | +53.7% |
| YTD | +60.4% | +34.9% | +25.5% | +46.4% |
| 1Y | +44.0% | +52.4% | -8.4% | +26.7% |
| 3Y | +604.7% | +12.3% | +592.4% | +559.5% |
| 5Y | +347.0% | -30.8% | +377.8% | +371.4% |
| 10Y | +390.8% | +150.7% | +240.1% | +279.5% |
| All | +11,556.1% | +2,416.7% | +9,139.5% | +5,053.7% |
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