+12,781.7%
ECL vs RVTY
+2,416.7%
+10,365.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | -2.2% | +13.2% | -15.4% | -4.9% |
| 3M | +10.1% | +27.2% | -17.1% | +4.1% |
| 6M | -5.7% | +32.4% | -38.1% | -12.0% |
| YTD | +7.0% | +34.9% | -27.9% | -0.8% |
| 1Y | +2.7% | +52.4% | -49.7% | -7.6% |
| 3Y | +57.7% | +12.3% | +45.4% | +48.3% |
| 5Y | +31.1% | -30.8% | +62.0% | +35.9% |
| 10Y | +150.9% | +150.7% | +0.2% | +96.3% |
| All | +12,781.7% | +2,416.7% | +10,365.0% | +5,041.5% |
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