-28.7%
EL vs RVTY
+19.5%
-48.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | +19.8% | +13.2% | +6.6% | +13.2% |
| 3M | +25.7% | +27.2% | -1.5% | +11.4% |
| 6M | +5.4% | +32.4% | -27.0% | -8.8% |
| YTD | +0.2% | +34.9% | -34.7% | -14.2% |
| 1Y | +20.4% | +52.4% | -31.9% | -3.3% |
| All | -28.7% | +19.5% | -48.2% | -38.1% |
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