+5.3%
ES vs RVTY
-15.1%
+20.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +7.6% | +1.5% | +6.1% | +7.0% |
| 3M | +0.5% | +31.5% | -31.0% | -5.0% |
| 6M | +7.6% | +62.7% | -55.1% | -2.7% |
| YTD | +10.2% | +60.0% | -49.7% | -0.9% |
| 1Y | +1.8% | +65.7% | -63.9% | -9.3% |
| 3Y | +55.4% | +85.2% | -29.8% | +31.7% |
| All | +5.3% | -15.1% | +20.4% | +2.3% |
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