+92.0%
EXEL vs RVTY
+74.0%
+18.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | +9.8% | -3.6% | +13.3% | +10.4% |
| 30D | +23.6% | +1.4% | +22.3% | +22.9% |
| 3M | +29.9% | +43.2% | -13.3% | +18.5% |
| 6M | +64.7% | +84.5% | -19.8% | +40.0% |
| YTD | +66.0% | +65.2% | +0.8% | +45.5% |
| 1Y | +92.0% | +74.3% | +17.6% | +65.7% |
| All | +92.0% | +74.0% | +18.0% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling