+2,451.3%
EXC vs RVTY
+2,899.1%
-447.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +10.0% | +1.0% | +8.9% | +9.6% |
| 3M | +1.6% | +35.8% | -34.2% | -2.9% |
| 6M | +3.3% | +56.7% | -53.4% | -3.5% |
| YTD | +7.6% | +60.7% | -53.2% | -0.5% |
| 1Y | +3.5% | +73.7% | -70.2% | -5.4% |
| 3Y | +27.7% | +82.8% | -55.1% | +13.9% |
| 5Y | +41.1% | -7.0% | +48.2% | +37.1% |
| 10Y | +178.2% | +212.3% | -34.1% | +127.0% |
| All | +2,451.3% | +2,899.1% | -447.8% | +1,503.9% |
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 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