+238.2%
ET vs RVTY
-32.1%
+270.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +6.9% | +10.8% | -4.0% | +5.4% |
| 3M | +13.1% | +26.8% | -13.7% | +9.4% |
| 6M | +18.7% | +39.3% | -20.6% | +12.9% |
| YTD | +37.4% | +31.6% | +5.8% | +31.4% |
| 1Y | +34.8% | +47.7% | -12.9% | +25.9% |
| 3Y | +96.8% | +19.9% | +76.9% | +86.8% |
| 5Y | +238.2% | -32.3% | +270.6% | +226.5% |
| All | +238.2% | -32.1% | +270.3% | +226.5% |
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