+730.4%
EXPE vs RVTY
+769.8%
-39.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -1.8% |
| 7D | -13.3% | +6.0% | -19.3% | -16.1% |
| 30D | -5.5% | +4.3% | -9.8% | -8.1% |
| 3M | -16.5% | +40.2% | -56.7% | -30.5% |
| 6M | +13.1% | +59.3% | -46.2% | -12.5% |
| YTD | -8.0% | +66.5% | -74.5% | -31.0% |
| 1Y | +1.1% | +77.5% | -76.4% | -26.7% |
| 3Y | +131.2% | +92.5% | +38.7% | +54.6% |
| 5Y | +39.8% | -6.8% | +46.6% | +30.1% |
| 10Y | +118.5% | +225.4% | -106.9% | -7.3% |
| All | +730.4% | +769.8% | -39.4% | +87.0% |
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