+190.1%
EXEL vs RVTY
-32.1%
+222.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.8% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +6.7% | +10.8% | -4.2% | +4.3% |
| 3M | +11.5% | +26.8% | -15.3% | +5.8% |
| 6M | +38.8% | +39.3% | -0.5% | +28.9% |
| YTD | +31.6% | +31.6% | 0.0% | +23.3% |
| 1Y | +53.0% | +47.7% | +5.3% | +39.7% |
| 3Y | +160.8% | +19.9% | +140.9% | +142.4% |
| 5Y | +190.1% | -32.3% | +222.4% | +207.5% |
| All | +190.1% | -32.1% | +222.2% | +207.5% |
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