+221.6%
ACWI vs RVTY
+212.9%
+8.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.2% | -2.7% | +2.5% | +0.6% |
| 30D | -3.3% | +3.2% | -6.5% | -4.4% |
| 3M | -3.4% | +37.2% | -40.6% | -13.0% |
| 6M | +0.8% | +57.7% | -56.9% | -13.6% |
| YTD | +10.7% | +64.8% | -54.1% | -7.4% |
| 1Y | +11.6% | +72.8% | -61.2% | -8.3% |
| 3Y | +73.4% | +89.8% | -16.4% | +32.5% |
| 5Y | +60.2% | -8.4% | +68.6% | +56.0% |
| 10Y | +221.6% | +219.5% | +2.1% | +85.9% |
| All | +221.6% | +212.9% | +8.7% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling