+418.9%
EME vs RVTY
-15.1%
+434.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +8.4% | -0.5% | +8.8% | +8.5% |
| 30D | -11.5% | +1.5% | -13.0% | -11.7% |
| 3M | -20.6% | +31.5% | -52.1% | -26.2% |
| 6M | -28.5% | +62.7% | -91.2% | -37.4% |
| YTD | +8.0% | +60.0% | -52.0% | -5.9% |
| 1Y | +6.8% | +65.7% | -59.0% | -8.0% |
| 3Y | +213.9% | +85.2% | +128.7% | +158.5% |
| All | +418.9% | -15.1% | +434.0% | +398.3% |
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