+332.8%
ESI vs RVTY
+219.6%
+113.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +1.8% | -0.7% | +2.6% | +2.3% |
| 30D | -6.6% | +1.7% | -8.3% | -7.4% |
| 3M | -9.4% | +36.8% | -46.2% | -23.6% |
| 6M | -24.1% | +60.1% | -84.2% | -41.7% |
| YTD | +37.1% | +64.0% | -26.8% | +3.0% |
| 1Y | +24.5% | +68.2% | -43.7% | -7.7% |
| 3Y | +83.2% | +88.8% | -5.6% | +23.2% |
| 5Y | +44.0% | -10.5% | +54.5% | +40.7% |
| 10Y | +332.8% | +219.7% | +113.2% | +77.8% |
| All | +332.8% | +219.6% | +113.3% | +77.8% |
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 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