+31.2%
EL vs RVTY
+140.1%
-108.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +15.5% | +10.8% | +4.7% | +10.2% |
| 3M | +20.6% | +26.8% | -6.2% | +7.2% |
| 6M | +10.5% | +39.3% | -28.9% | -6.5% |
| YTD | -1.9% | +31.6% | -33.5% | -14.8% |
| 1Y | +16.1% | +47.7% | -31.6% | -5.1% |
| 3Y | -30.2% | +19.9% | -50.2% | -38.7% |
| 5Y | -67.4% | -32.3% | -35.0% | -63.8% |
| 10Y | +31.2% | +138.4% | -107.2% | -16.7% |
| All | +31.2% | +140.1% | -108.8% | -16.7% |
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