+2,449.8%
ED vs RVTY
+2,899.1%
-449.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.6% |
| 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% | +6.5% |
| 6M | +12.8% | +56.7% | -43.9% | +7.9% |
| YTD | +22.3% | +60.7% | -38.4% | +16.3% |
| 1Y | +26.3% | +73.7% | -47.4% | +19.2% |
| 3Y | +45.0% | +82.8% | -37.7% | +34.7% |
| 5Y | +80.2% | -7.0% | +87.2% | +76.7% |
| 10Y | +129.9% | +212.3% | -82.5% | +98.9% |
| All | +2,449.8% | +2,899.1% | -449.3% | +1,371.4% |
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