+6,459.5%
EFX vs RVTY
+2,416.7%
+4,042.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -8.6% | +1.1% | -9.7% | -8.9% |
| 30D | +0.1% | +13.2% | -13.1% | -3.0% |
| 3M | +3.8% | +27.2% | -23.4% | -2.7% |
| 6M | -13.5% | +32.4% | -45.9% | -20.1% |
| YTD | -17.7% | +34.9% | -52.5% | -24.3% |
| 1Y | -25.6% | +52.4% | -77.9% | -33.8% |
| 3Y | -12.1% | +12.3% | -24.4% | -16.7% |
| 5Y | -33.8% | -30.8% | -3.0% | -30.3% |
| 10Y | +45.1% | +150.7% | -105.5% | +13.3% |
| All | +6,459.5% | +2,416.7% | +4,042.8% | +3,007.4% |
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