+320.7%
ESI vs RVTY
+134.6%
+186.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.1% |
| 7D | +3.9% | -5.4% | +9.3% | +6.9% |
| 30D | -3.8% | +6.7% | -10.5% | -7.3% |
| 3M | -13.1% | +19.0% | -32.1% | -21.5% |
| 6M | +11.3% | +34.6% | -23.3% | -6.7% |
| YTD | +44.1% | +28.3% | +15.8% | +23.5% |
| 1Y | +40.3% | +46.0% | -5.7% | +12.0% |
| 3Y | +84.1% | +16.9% | +67.2% | +58.5% |
| 5Y | +75.8% | -32.9% | +108.7% | +100.7% |
| 10Y | +320.7% | +141.6% | +179.1% | +83.8% |
| All | +320.7% | +134.6% | +186.2% | +83.8% |
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