+31.2%
ESTC vs RVTY
+42.3%
-11.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -8.1% | +1.1% | -9.2% | -8.8% |
| 30D | +31.7% | +13.2% | +18.5% | +21.6% |
| 3M | +41.1% | +27.2% | +13.8% | +18.8% |
| 6M | +77.1% | +32.4% | +44.7% | +43.2% |
| YTD | +21.7% | +34.9% | -13.2% | -3.2% |
| 1Y | +8.4% | +52.4% | -44.0% | -22.3% |
| 3Y | +23.6% | +12.3% | +11.3% | +0.6% |
| 5Y | -46.5% | -30.8% | -15.6% | -33.9% |
| All | +31.2% | +42.3% | -11.2% | -21.6% |
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