+277.4%
EMR vs RVTY
+134.6%
+142.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.2% |
| 7D | +0.9% | -5.4% | +6.3% | +3.2% |
| 30D | -5.0% | +6.7% | -11.7% | -7.6% |
| 3M | +5.9% | +19.0% | -13.1% | -2.0% |
| 6M | +7.3% | +34.6% | -27.3% | -5.9% |
| YTD | +14.6% | +28.3% | -13.7% | +2.1% |
| 1Y | +15.6% | +46.0% | -30.4% | -2.8% |
| 3Y | +60.2% | +16.9% | +43.3% | +42.5% |
| 5Y | +65.8% | -32.9% | +98.8% | +81.6% |
| 10Y | +277.4% | +141.6% | +135.8% | +107.7% |
| All | +277.4% | +134.6% | +142.8% | +107.7% |
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