+24.9%
ESI vs RVTY
+74.0%
-49.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.2% | -3.8% |
| 7D | -6.6% | -3.6% | -3.0% | -5.5% |
| 30D | -10.9% | +1.4% | -12.3% | -11.4% |
| 3M | -13.8% | +43.2% | -57.0% | -24.8% |
| 6M | -21.5% | +84.5% | -106.0% | -40.4% |
| YTD | +34.7% | +65.2% | -30.5% | +5.9% |
| 1Y | +24.9% | +74.3% | -49.4% | -5.7% |
| All | +24.9% | +74.0% | -49.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling