+197.1%
ESI vs RVTY
+343.5%
-146.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +3.1% |
| 7D | -3.5% | +6.0% | -9.5% | -6.4% |
| 30D | -9.3% | +4.3% | -13.5% | -11.4% |
| 3M | -12.8% | +40.2% | -53.0% | -28.7% |
| 6M | -24.6% | +59.3% | -83.9% | -43.4% |
| YTD | +32.7% | +66.5% | -33.8% | -3.9% |
| 1Y | +20.3% | +77.5% | -57.2% | -16.1% |
| 3Y | +80.2% | +92.5% | -12.3% | +14.8% |
| 5Y | +40.0% | -6.8% | +46.8% | +32.8% |
| 10Y | +310.8% | +225.4% | +85.4% | +31.2% |
| All | +197.1% | +343.5% | -146.3% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling