-10.5%
EFX vs RVTY
+16.6%
-27.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.2% |
| 7D | -7.8% | +0.4% | -8.2% | -8.0% |
| 30D | -5.7% | +10.8% | -16.6% | -9.4% |
| 3M | +2.5% | +26.8% | -24.3% | -7.1% |
| 6M | -16.7% | +39.3% | -56.0% | -28.0% |
| YTD | -20.2% | +31.6% | -51.8% | -29.5% |
| 1Y | -31.4% | +47.7% | -79.1% | -42.6% |
| 3Y | -10.5% | +19.9% | -30.4% | -18.9% |
| All | -10.5% | +16.6% | -27.1% | -18.9% |
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