+20.3%
EFV vs RVTY
+66.4%
-46.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +2.9% | +1.5% | +1.4% | +2.6% |
| 3M | -1.4% | +31.5% | -32.9% | -5.1% |
| 6M | +5.5% | +62.7% | -57.1% | -1.9% |
| YTD | +16.1% | +60.0% | -43.9% | +6.1% |
| 1Y | +20.3% | +65.7% | -45.4% | +9.0% |
| All | +20.3% | +66.4% | -46.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling