+386.9%
EXEL vs RVTY
+134.6%
+252.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +2.0% |
| 7D | -0.3% | -5.4% | +5.1% | +1.6% |
| 30D | +10.1% | +6.7% | +3.4% | +7.5% |
| 3M | +10.1% | +19.0% | -8.9% | +3.1% |
| 6M | +37.7% | +34.6% | +3.0% | +22.7% |
| YTD | +33.1% | +28.3% | +4.8% | +20.0% |
| 1Y | +52.4% | +46.0% | +6.3% | +30.3% |
| 3Y | +163.8% | +16.9% | +146.9% | +132.6% |
| 5Y | +198.5% | -32.9% | +231.4% | +228.1% |
| 10Y | +386.9% | +141.6% | +245.3% | +99.9% |
| All | +386.9% | +134.6% | +252.3% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling