+241.3%
EXEL vs RVTY
+90.0%
+151.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.4% |
| 7D | +2.3% | +6.0% | -3.7% | +1.2% |
| 30D | +19.8% | +4.3% | +15.6% | +18.7% |
| 3M | +32.7% | +40.2% | -7.6% | +23.9% |
| 6M | +49.0% | +59.3% | -10.3% | +35.3% |
| YTD | +63.7% | +66.5% | -2.9% | +46.8% |
| 1Y | +75.8% | +77.5% | -1.7% | +56.0% |
| 3Y | +241.3% | +92.5% | +148.8% | +177.1% |
| All | +241.3% | +90.0% | +151.3% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling