-25.6%
EFX vs RVTY
+57.1%
-82.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -8.6% | +1.1% | -9.7% | -8.9% |
| 30D | +0.1% | +13.2% | -13.1% | -3.5% |
| 3M | +3.8% | +27.2% | -23.4% | -4.2% |
| 6M | -13.5% | +32.4% | -45.9% | -21.7% |
| YTD | -17.7% | +34.9% | -52.5% | -25.9% |
| 1Y | -25.6% | +52.4% | -77.9% | -36.8% |
| All | -25.6% | +57.1% | -82.7% | -36.8% |
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