+82.9%
ED vs RVTY
-7.4%
+90.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.5% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +13.3% | +1.0% | +12.3% | +13.1% |
| 3M | +9.7% | +35.8% | -26.1% | +7.3% |
| 6M | +12.8% | +56.7% | -43.9% | +9.0% |
| YTD | +22.3% | +60.7% | -38.4% | +17.5% |
| 1Y | +26.3% | +73.7% | -47.4% | +20.3% |
| 3Y | +45.0% | +82.8% | -37.7% | +34.0% |
| All | +82.9% | -7.4% | +90.4% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling