+18.8%
ECL vs RVTY
+70.8%
-52.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.3% | -0.7% | -1.5% | -2.2% |
| 30D | +8.3% | +1.7% | +6.5% | +7.8% |
| 3M | +8.4% | +36.8% | -28.4% | +1.4% |
| 6M | +23.3% | +60.1% | -36.8% | +10.8% |
| YTD | +18.2% | +64.0% | -45.7% | +4.1% |
| 1Y | +18.8% | +68.2% | -49.4% | +2.8% |
| All | +18.8% | +70.8% | -52.0% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling