-1.4%
EXPE vs RVTY
+70.8%
-72.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | -17.8% | -0.7% | -17.0% | -17.4% |
| 30D | -3.2% | +1.7% | -5.0% | -4.1% |
| 3M | -19.0% | +36.8% | -55.8% | -28.4% |
| 6M | +17.7% | +60.1% | -42.4% | -3.5% |
| YTD | -7.8% | +64.0% | -71.7% | -24.4% |
| 1Y | -1.4% | +68.2% | -69.6% | -21.2% |
| All | -1.4% | +70.8% | -72.1% | -21.2% |
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