+38.7%
EXPE vs RVTY
+57.1%
-18.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.5% | +1.1% | -10.6% | -9.9% |
| 30D | -6.6% | +13.2% | -19.8% | -10.9% |
| 3M | +31.4% | +27.2% | +4.1% | +19.1% |
| 6M | +35.2% | +32.4% | +2.8% | +20.0% |
| YTD | +5.8% | +34.9% | -29.1% | -5.4% |
| 1Y | +38.7% | +52.4% | -13.7% | +19.9% |
| All | +38.7% | +57.1% | -18.4% | +19.9% |
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 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