+248.7%
EFV vs RVTY
+782.7%
-534.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.0% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +2.9% | +1.5% | +1.4% | +1.9% |
| 3M | -1.4% | +31.5% | -32.9% | -11.9% |
| 6M | +5.5% | +62.7% | -57.1% | -13.6% |
| YTD | +16.1% | +60.0% | -43.9% | -5.7% |
| 1Y | +20.3% | +65.7% | -45.4% | -3.8% |
| 3Y | +90.4% | +85.2% | +5.2% | +38.8% |
| 5Y | +93.5% | -14.9% | +108.4% | +86.5% |
| 10Y | +161.5% | +211.9% | -50.4% | +28.0% |
| All | +248.7% | +782.7% | -534.0% | +1.0% |
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 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