+41.5%
ESI vs RVTY
+57.1%
-15.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | +3.3% | +1.1% | +2.2% | +2.8% |
| 30D | -5.9% | +13.2% | -19.1% | -10.8% |
| 3M | -14.1% | +27.2% | -41.3% | -23.4% |
| 6M | +6.6% | +32.4% | -25.8% | -7.1% |
| YTD | +45.0% | +34.9% | +10.2% | +22.7% |
| 1Y | +41.5% | +52.4% | -10.9% | +11.8% |
| All | +41.5% | +57.1% | -15.6% | +11.8% |
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