+238.8%
EQX vs RVTY
+63.7%
+175.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +0.8% |
| 7D | -3.2% | -4.5% | +1.3% | -1.8% |
| 30D | +7.8% | +5.5% | +2.3% | +6.1% |
| 3M | +21.3% | +22.5% | -1.2% | +13.8% |
| 6M | -22.4% | +38.9% | -61.3% | -30.0% |
| YTD | -11.3% | +28.7% | -40.1% | -18.5% |
| 1Y | +13.5% | +45.5% | -32.0% | 0.0% |
| 3Y | +162.1% | +16.4% | +145.8% | +137.3% |
| 5Y | +84.2% | -32.7% | +116.9% | +93.1% |
| All | +238.8% | +63.7% | +175.1% | +328.7% |
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