+104.0%
ED vs RVTY
+140.1%
-36.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | +1.1% | +10.8% | -9.7% | +0.1% |
| 3M | +4.6% | +26.8% | -22.1% | +2.2% |
| 6M | -2.0% | +39.3% | -41.3% | -5.4% |
| YTD | +11.7% | +31.6% | -19.9% | +8.1% |
| 1Y | +15.7% | +47.7% | -32.0% | +10.3% |
| 3Y | +34.4% | +19.9% | +14.4% | +29.3% |
| 5Y | +67.3% | -32.3% | +99.7% | +71.3% |
| 10Y | +104.0% | +138.4% | -34.4% | +70.8% |
| All | +104.0% | +140.1% | -36.0% | +70.8% |
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