+195.6%
EQT vs RVTY
-34.9%
+230.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.0% |
| 7D | -1.2% | -7.4% | +6.2% | +0.1% |
| 30D | +1.1% | +4.5% | -3.4% | +0.3% |
| 3M | +4.8% | +19.5% | -14.7% | +1.4% |
| 6M | -10.6% | +34.1% | -44.7% | -15.7% |
| YTD | +3.4% | +25.3% | -21.8% | -1.7% |
| 1Y | +8.7% | +47.0% | -38.3% | -0.5% |
| 3Y | +35.0% | +14.1% | +20.8% | +27.3% |
| All | +195.6% | -34.9% | +230.5% | +177.5% |
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