+39.5%
EXPE vs RVTY
-7.4%
+46.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -6.0% |
| 7D | -9.3% | -1.2% | -8.1% | -9.2% |
| 30D | +0.1% | +1.0% | -0.9% | -0.8% |
| 3M | -15.3% | +35.8% | -51.2% | -26.2% |
| 6M | +5.5% | +56.7% | -51.2% | -14.3% |
| YTD | -8.0% | +60.7% | -68.7% | -26.3% |
| 1Y | +18.9% | +73.7% | -54.8% | -7.9% |
| 3Y | +135.5% | +82.8% | +52.8% | +73.6% |
| All | +39.5% | -7.4% | +46.9% | +35.7% |
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