+77.8%
ESI vs RVTY
+85.4%
-7.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +5.5% | -0.5% | +6.0% | +5.8% |
| 30D | -7.8% | +1.5% | -9.3% | -8.3% |
| 3M | -15.0% | +31.5% | -46.5% | -25.6% |
| 6M | -24.9% | +62.7% | -87.6% | -41.4% |
| YTD | +33.2% | +60.0% | -26.7% | +3.7% |
| 1Y | +24.9% | +65.7% | -40.8% | -4.5% |
| 3Y | +77.8% | +85.2% | -7.5% | +24.8% |
| All | +77.8% | +85.4% | -7.6% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling