+41.0%
EFX vs RVTY
+134.6%
-93.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.0% |
| 7D | -9.4% | -5.4% | -4.0% | -7.3% |
| 30D | -6.9% | +6.7% | -13.6% | -9.4% |
| 3M | +0.1% | +19.0% | -18.9% | -7.4% |
| 6M | -17.3% | +34.6% | -52.0% | -28.1% |
| YTD | -21.8% | +28.3% | -50.1% | -30.8% |
| 1Y | -32.5% | +46.0% | -78.6% | -43.7% |
| 3Y | -12.3% | +16.9% | -29.2% | -21.9% |
| 5Y | -36.6% | -32.9% | -3.7% | -30.8% |
| 10Y | +41.0% | +141.6% | -100.6% | -5.0% |
| All | +41.0% | +134.6% | -93.5% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling