+386.4%
EXEL vs RVTY
+636.6%
-250.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +1.3% |
| 7D | +2.3% | +6.0% | -3.7% | -0.8% |
| 30D | +19.8% | +4.3% | +15.6% | +16.8% |
| 3M | +32.7% | +40.2% | -7.6% | +10.2% |
| 6M | +49.0% | +59.3% | -10.3% | +14.7% |
| YTD | +63.7% | +66.5% | -2.9% | +21.4% |
| 1Y | +75.8% | +77.5% | -1.7% | +25.7% |
| 3Y | +241.3% | +92.5% | +148.8% | +117.1% |
| 5Y | +289.0% | -6.8% | +295.9% | +242.5% |
| 10Y | +377.6% | +225.4% | +152.2% | +93.5% |
| All | +386.4% | +636.6% | -250.3% | +69.5% |
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 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