+60,787.5%
EME vs RVTY
+2,628.6%
+58,158.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | -8.3% | +13.2% | -21.5% | -11.3% |
| 3M | -10.7% | +27.2% | -38.0% | -16.5% |
| 6M | +1.9% | +32.4% | -30.5% | -6.1% |
| YTD | +23.5% | +34.9% | -11.4% | +12.7% |
| 1Y | +18.0% | +52.4% | -34.4% | +4.3% |
| 3Y | +236.1% | +12.3% | +223.8% | +213.6% |
| 5Y | +527.9% | -30.8% | +558.7% | +551.6% |
| 10Y | +1,252.8% | +150.7% | +1,102.1% | +895.0% |
| All | +60,787.5% | +2,628.6% | +58,158.9% | +25,368.9% |
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