-6.7%
EFX vs RVTY
+74.0%
-80.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.8% |
| 7D | +9.2% | -3.6% | +12.8% | +9.9% |
| 30D | +34.8% | +1.4% | +33.4% | +34.0% |
| 3M | +8.8% | +43.2% | -34.4% | -1.1% |
| 6M | +12.3% | +84.5% | -72.2% | -7.8% |
| YTD | -10.6% | +65.2% | -75.8% | -22.9% |
| 1Y | -6.7% | +74.3% | -81.0% | -22.3% |
| All | -6.7% | +74.0% | -80.7% | -22.3% |
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