+61.9%
EL vs RVTY
+216.9%
-155.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +2.7% | +4.1% | -1.4% | +0.8% |
| 30D | +10.8% | +1.3% | +9.5% | +9.7% |
| 3M | +26.5% | +33.3% | -6.8% | +9.7% |
| 6M | +31.1% | +58.3% | -27.2% | +3.9% |
| YTD | +6.6% | +62.7% | -56.1% | -17.0% |
| 1Y | +21.8% | +67.2% | -45.4% | -6.5% |
| 3Y | +1.8% | +87.3% | -85.6% | -27.0% |
| 5Y | -65.6% | -13.4% | -52.1% | -66.2% |
| All | +61.9% | +216.9% | -155.0% | -7.5% |
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 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