+39.4%
ESI vs RVTY
-7.6%
+47.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -6.6% | -2.7% | -3.9% | -5.3% |
| 30D | -9.8% | +3.2% | -13.1% | -11.1% |
| 3M | -11.9% | +37.2% | -49.1% | -24.7% |
| 6M | -25.1% | +57.7% | -82.8% | -40.7% |
| YTD | +31.9% | +64.8% | -33.0% | +1.3% |
| 1Y | +19.2% | +72.8% | -53.6% | -10.6% |
| 3Y | +76.2% | +89.8% | -13.6% | +22.8% |
| 5Y | +39.4% | -8.4% | +47.8% | +34.5% |
| All | +39.4% | -7.6% | +47.0% | +34.5% |
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