+162.7%
EFV vs RVTY
+139.0%
+23.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.3% |
| 7D | -2.0% | -7.4% | +5.4% | -0.1% |
| 30D | -0.2% | +4.5% | -4.7% | -1.4% |
| 3M | +9.1% | +19.5% | -10.3% | +3.7% |
| 6M | +11.7% | +34.1% | -22.4% | +2.4% |
| YTD | +17.0% | +25.3% | -8.2% | +8.7% |
| 1Y | +26.7% | +47.0% | -20.3% | +12.2% |
| 3Y | +90.2% | +14.1% | +76.0% | +74.9% |
| 5Y | +96.1% | -34.6% | +130.7% | +109.5% |
| All | +162.7% | +139.0% | +23.8% | +66.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling