+4.9%
EFX vs RVTY
+90.0%
-85.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | +27.9% | +1.7% | +26.1% | +26.4% |
| 3M | +3.8% | +36.8% | -33.0% | -9.0% |
| 6M | +13.0% | +60.1% | -47.1% | -8.3% |
| YTD | -12.4% | +64.0% | -76.3% | -30.2% |
| 1Y | -10.4% | +68.2% | -78.6% | -29.6% |
| All | +4.9% | +90.0% | -85.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling