+258.3%
EFV vs RVTY
+644.2%
-385.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +1.7% | +13.2% | -11.5% | -3.0% |
| 3M | +8.6% | +27.2% | -18.6% | -1.5% |
| 6M | +11.7% | +32.4% | -20.7% | -1.0% |
| YTD | +19.3% | +34.9% | -15.6% | +4.2% |
| 1Y | +30.2% | +52.4% | -22.2% | +7.8% |
| 3Y | +91.6% | +12.3% | +79.3% | +70.3% |
| 5Y | +96.4% | -30.8% | +127.2% | +106.3% |
| 10Y | +166.5% | +150.7% | +15.8% | +43.2% |
| All | +258.3% | +644.2% | -385.8% | +11.6% |
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