+1,335.7%
ET vs RVTY
+711.5%
+624.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -3.0% | +1.7% | -4.7% | -3.8% |
| 3M | -4.7% | +36.8% | -41.5% | -14.7% |
| 6M | +2.7% | +60.1% | -57.4% | -13.4% |
| YTD | +26.5% | +64.0% | -37.4% | +4.2% |
| 1Y | +25.0% | +68.2% | -43.3% | +1.6% |
| 3Y | +85.4% | +88.8% | -3.4% | +38.2% |
| 5Y | +215.5% | -10.5% | +226.0% | +198.2% |
| 10Y | +161.3% | +219.7% | -58.4% | +36.3% |
| All | +1,335.7% | +711.5% | +624.2% | +419.0% |
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