+1,284.9%
EME vs RVTY
+139.0%
+1,145.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | 0.0% |
| 7D | +0.9% | -7.4% | +8.4% | +3.6% |
| 30D | -8.4% | +4.5% | -12.9% | -9.9% |
| 3M | -3.6% | +19.5% | -23.1% | -9.8% |
| 6M | +3.6% | +34.1% | -30.6% | -7.5% |
| YTD | +22.5% | +25.3% | -2.7% | +11.3% |
| 1Y | +18.2% | +47.0% | -28.8% | +1.5% |
| 3Y | +238.4% | +14.1% | +224.2% | +204.9% |
| 5Y | +550.5% | -34.6% | +585.1% | +609.9% |
| All | +1,284.9% | +139.0% | +1,145.9% | +649.5% |
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