+6,880.4%
EFX vs RVTY
+2,959.8%
+3,920.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | +27.9% | +1.7% | +26.1% | +26.9% |
| 3M | +3.8% | +36.8% | -33.0% | -4.7% |
| 6M | +13.0% | +60.1% | -47.1% | -0.9% |
| YTD | -12.4% | +64.0% | -76.3% | -23.9% |
| 1Y | -10.4% | +68.2% | -78.6% | -22.7% |
| 3Y | +4.4% | +88.8% | -84.3% | -13.0% |
| 5Y | -28.9% | -10.5% | -18.4% | -30.1% |
| 10Y | +81.7% | +219.7% | -138.0% | +32.9% |
| All | +6,880.4% | +2,959.8% | +3,920.6% | +3,026.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling