+1,719.4%
EL vs RVTY
+2,223.9%
-504.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +12.3% | +1.7% | +10.5% | +11.6% |
| 3M | +28.4% | +36.8% | -8.4% | +18.6% |
| 6M | +36.7% | +60.1% | -23.4% | +21.1% |
| YTD | +8.4% | +64.0% | -55.6% | -4.6% |
| 1Y | +25.4% | +68.2% | -42.8% | +9.7% |
| 3Y | +3.4% | +88.8% | -85.3% | -12.0% |
| 5Y | -64.8% | -10.5% | -54.2% | -65.1% |
| 10Y | +63.0% | +219.7% | -156.7% | +24.9% |
| All | +1,719.4% | +2,223.9% | -504.5% | +881.2% |
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