+4,298.5%
EMR vs RVTY
+2,976.2%
+1,322.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | +3.5% | +3.2% | +0.3% | +2.5% |
| 3M | +5.9% | +37.2% | -31.3% | -3.7% |
| 6M | +19.4% | +57.7% | -38.2% | +4.0% |
| YTD | +27.7% | +64.8% | -37.2% | +9.5% |
| 1Y | +30.9% | +72.8% | -41.9% | +10.7% |
| 3Y | +104.2% | +89.8% | +14.4% | +65.9% |
| 5Y | +89.6% | -8.4% | +98.1% | +83.6% |
| 10Y | +280.0% | +219.5% | +60.6% | +160.4% |
| All | +4,298.5% | +2,976.2% | +1,322.3% | +1,453.2% |
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