+877.5%
EME vs RVTY
+211.6%
+665.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | +8.4% | -0.5% | +8.8% | +8.6% |
| 30D | -11.5% | +1.5% | -13.0% | -11.9% |
| 3M | -20.6% | +31.5% | -52.1% | -28.0% |
| 6M | -28.5% | +62.7% | -91.2% | -40.0% |
| YTD | +8.0% | +60.0% | -52.0% | -10.0% |
| 1Y | +6.8% | +65.7% | -59.0% | -12.3% |
| 3Y | +213.9% | +85.2% | +128.7% | +139.1% |
| 5Y | +414.8% | -14.9% | +429.7% | +412.3% |
| All | +877.5% | +211.6% | +665.9% | +365.6% |
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