+76.2%
ESI vs RVTY
-32.1%
+108.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | +5.4% | +0.4% | +5.0% | +5.1% |
| 30D | -4.2% | +10.8% | -15.0% | -8.9% |
| 3M | -9.6% | +26.8% | -36.4% | -19.9% |
| 6M | +18.3% | +39.3% | -21.0% | -0.8% |
| YTD | +45.8% | +31.6% | +14.2% | +25.4% |
| 1Y | +39.2% | +47.7% | -8.5% | +13.1% |
| 3Y | +86.3% | +19.9% | +66.3% | +61.5% |
| 5Y | +76.2% | -32.3% | +108.6% | +89.3% |
| All | +76.2% | -32.1% | +108.3% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling