+40.3%
ESI vs RVTY
+43.7%
-3.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.1% |
| 7D | +3.9% | -5.4% | +9.3% | +6.3% |
| 30D | -3.8% | +6.7% | -10.5% | -6.6% |
| 3M | -13.1% | +19.0% | -32.1% | -20.2% |
| 6M | +11.3% | +34.6% | -23.3% | -5.0% |
| YTD | +44.1% | +28.3% | +15.8% | +24.6% |
| 1Y | +40.3% | +46.0% | -5.7% | +13.0% |
| All | +40.3% | +43.7% | -3.3% | +13.0% |
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