+153.2%
ECL vs RVTY
+140.1%
+13.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -2.5% | +10.8% | -13.3% | -5.9% |
| 3M | +8.3% | +26.8% | -18.4% | -0.3% |
| 6M | -1.1% | +39.3% | -40.4% | -12.4% |
| YTD | +6.5% | +31.6% | -25.1% | -4.4% |
| 1Y | +2.1% | +47.7% | -45.6% | -12.4% |
| 3Y | +57.6% | +19.9% | +37.7% | +39.3% |
| 5Y | +28.1% | -32.3% | +60.4% | +39.4% |
| 10Y | +153.2% | +138.4% | +14.8% | +55.9% |
| All | +153.2% | +140.1% | +13.2% | +55.9% |
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