+224.6%
ESI vs RVTY
+259.2%
-34.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | +3.3% | +1.1% | +2.2% | +2.7% |
| 30D | -5.9% | +13.2% | -19.1% | -12.5% |
| 3M | -14.1% | +27.2% | -41.3% | -25.8% |
| 6M | +6.6% | +32.4% | -25.8% | -11.0% |
| YTD | +45.0% | +34.9% | +10.2% | +19.2% |
| 1Y | +41.5% | +52.4% | -10.9% | +8.0% |
| 3Y | +78.8% | +12.3% | +66.5% | +55.6% |
| 5Y | +70.9% | -30.8% | +101.7% | +94.3% |
| 10Y | +317.1% | +150.7% | +166.4% | +58.0% |
| All | +224.6% | +259.2% | -34.5% | +14.9% |
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