+202.3%
ECL vs RVTY
+211.6%
-9.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | +2.9% | -0.5% | +3.3% | +3.0% |
| 30D | +7.5% | +1.5% | +6.0% | +6.5% |
| 3M | +12.2% | +31.5% | -19.2% | +1.8% |
| 6M | +24.6% | +62.7% | -38.1% | +4.8% |
| YTD | +18.8% | +60.0% | -41.2% | -0.6% |
| 1Y | +19.3% | +65.7% | -46.4% | -1.4% |
| 3Y | +78.2% | +85.2% | -7.0% | +34.5% |
| 5Y | +38.8% | -14.9% | +53.7% | +39.1% |
| All | +202.3% | +211.6% | -9.3% | +76.8% |
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