+78.4%
EFX vs RVTY
+216.9%
-138.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -3.6% | +4.1% | -7.7% | -5.2% |
| 30D | +25.3% | +1.3% | +24.0% | +23.9% |
| 3M | +3.8% | +33.3% | -29.5% | -8.8% |
| 6M | +12.7% | +58.3% | -45.6% | -8.7% |
| YTD | -13.1% | +62.7% | -75.8% | -31.0% |
| 1Y | -9.3% | +67.2% | -76.6% | -28.9% |
| 3Y | +3.5% | +87.3% | -83.8% | -24.3% |
| 5Y | -30.6% | -13.4% | -17.2% | -32.3% |
| All | +78.4% | +216.9% | -138.5% | +7.5% |
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