+191.9%
ECL vs RVTY
+206.5%
-14.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +8.1% | +1.0% | +7.1% | +7.3% |
| 3M | +6.4% | +35.8% | -29.5% | -4.6% |
| 6M | +14.8% | +56.7% | -41.9% | -2.3% |
| YTD | +15.5% | +60.7% | -45.3% | -3.5% |
| 1Y | +20.1% | +73.7% | -53.6% | -2.4% |
| 3Y | +77.8% | +82.8% | -5.0% | +34.9% |
| 5Y | +37.9% | -7.0% | +44.9% | +33.5% |
| All | +191.9% | +206.5% | -14.7% | +68.1% |
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