+241.5%
EME vs RVTY
+16.6%
+224.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.8% |
| 7D | +2.7% | -5.4% | +8.1% | +4.1% |
| 30D | -6.8% | +6.7% | -13.5% | -8.4% |
| 3M | -8.8% | +19.0% | -27.8% | -13.1% |
| 6M | +5.0% | +34.6% | -29.7% | -3.8% |
| YTD | +23.5% | +28.3% | -4.8% | +13.9% |
| 1Y | +21.3% | +46.0% | -24.7% | +8.5% |
| All | +241.5% | +16.6% | +224.9% | +218.6% |
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 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