+218.3%
ET vs RVTY
-7.6%
+225.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -1.9% | -2.7% | +0.8% | -1.6% |
| 30D | -3.1% | +3.2% | -6.3% | -3.5% |
| 3M | -3.9% | +37.2% | -41.1% | -7.9% |
| 6M | +4.0% | +57.7% | -53.7% | -2.3% |
| YTD | +26.4% | +64.8% | -38.4% | +17.3% |
| 1Y | +24.9% | +72.8% | -47.9% | +14.8% |
| 3Y | +85.2% | +89.8% | -4.6% | +64.2% |
| 5Y | +218.3% | -8.4% | +226.7% | +199.9% |
| All | +218.3% | -7.6% | +225.9% | +199.9% |
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 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