+730.7%
EXPE vs RVTY
+739.5%
-8.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -6.3% |
| 7D | -9.3% | -1.2% | -8.1% | -9.2% |
| 30D | +0.1% | +1.0% | -0.9% | -1.0% |
| 3M | -15.3% | +35.8% | -51.2% | -28.4% |
| 6M | +5.5% | +56.7% | -51.2% | -17.9% |
| YTD | -8.0% | +60.7% | -68.7% | -29.8% |
| 1Y | +18.9% | +73.7% | -54.8% | -12.8% |
| 3Y | +135.5% | +82.8% | +52.8% | +61.7% |
| 5Y | +44.3% | -7.0% | +51.3% | +34.3% |
| 10Y | +117.7% | +212.3% | -94.6% | -5.7% |
| All | +730.7% | +739.5% | -8.8% | +90.4% |
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