+134.3%
ED vs RVTY
+217.6%
-83.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.8% | -0.4% |
| 7D | -0.1% | +6.0% | -6.1% | -0.6% |
| 30D | +11.6% | +4.3% | +7.3% | +11.1% |
| 3M | +10.5% | +40.2% | -29.7% | +7.0% |
| 6M | +13.2% | +59.3% | -46.1% | +8.2% |
| YTD | +22.1% | +66.5% | -44.4% | +15.7% |
| 1Y | +24.2% | +77.5% | -53.3% | +16.6% |
| 3Y | +46.9% | +92.5% | -45.6% | +34.2% |
| 5Y | +80.8% | -6.8% | +87.6% | +79.1% |
| 10Y | +134.3% | +225.4% | -91.1% | +96.9% |
| All | +134.3% | +217.6% | -83.4% | +96.9% |
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