+47.6%
EXC vs RVTY
-30.5%
+78.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -3.7% | +13.2% | -16.9% | -5.0% |
| 3M | -1.3% | +27.2% | -28.5% | -4.0% |
| 6M | -9.7% | +32.4% | -42.1% | -12.8% |
| YTD | +2.9% | +34.9% | -32.0% | -1.2% |
| 1Y | +4.4% | +52.4% | -48.0% | -2.0% |
| 3Y | +22.2% | +12.3% | +9.9% | +18.6% |
| All | +47.6% | -30.5% | +78.2% | +54.8% |
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