-67.4%
EL vs RVTY
-32.1%
-35.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -0.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +15.5% | +10.8% | +4.7% | +10.0% |
| 3M | +20.6% | +26.8% | -6.2% | +6.7% |
| 6M | +10.5% | +39.3% | -28.9% | -7.3% |
| YTD | -1.9% | +31.6% | -33.5% | -15.4% |
| 1Y | +16.1% | +47.7% | -31.6% | -6.0% |
| 3Y | -30.2% | +19.9% | -50.2% | -39.1% |
| 5Y | -67.4% | -32.3% | -35.0% | -63.5% |
| All | -67.4% | -32.1% | -35.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling