+3,014.5%
EQT vs RVTY
+2,293.6%
+720.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.4% |
| 7D | -2.0% | -5.4% | +3.4% | -1.0% |
| 30D | +1.0% | +6.7% | -5.7% | -0.3% |
| 3M | +4.0% | +19.0% | -15.0% | +0.2% |
| 6M | -11.7% | +34.6% | -46.3% | -17.5% |
| YTD | +2.8% | +28.3% | -25.5% | -3.4% |
| 1Y | +10.0% | +46.0% | -36.0% | +0.4% |
| 3Y | +34.1% | +16.9% | +17.3% | +25.5% |
| 5Y | +195.3% | -32.9% | +228.2% | +203.9% |
| 10Y | +51.6% | +141.6% | -90.1% | +18.5% |
| All | +3,014.5% | +2,293.6% | +720.9% | +1,485.5% |
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 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