+173.7%
ET vs RVTY
+134.6%
+39.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | +0.6% | -5.4% | +6.1% | +1.9% |
| 30D | +5.3% | +6.7% | -1.5% | +3.6% |
| 3M | +15.6% | +19.0% | -3.4% | +10.6% |
| 6M | +20.6% | +34.6% | -14.0% | +11.3% |
| YTD | +38.5% | +28.3% | +10.3% | +28.6% |
| 1Y | +35.7% | +46.0% | -10.3% | +21.0% |
| 3Y | +98.4% | +16.9% | +81.5% | +81.6% |
| 5Y | +245.3% | -32.9% | +278.2% | +266.2% |
| 10Y | +173.7% | +141.6% | +32.1% | +59.7% |
| All | +173.7% | +134.6% | +39.2% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling