+222.2%
ACWI vs RVTY
+217.6%
+4.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.5% |
| 7D | +0.3% | +6.0% | -5.7% | -1.6% |
| 30D | -2.8% | +4.3% | -7.1% | -4.3% |
| 3M | -3.2% | +40.2% | -43.4% | -13.3% |
| 6M | +1.3% | +59.3% | -58.0% | -13.5% |
| YTD | +11.2% | +66.5% | -55.3% | -7.3% |
| 1Y | +13.8% | +77.5% | -63.7% | -7.3% |
| 3Y | +76.2% | +92.5% | -16.3% | +34.0% |
| 5Y | +59.5% | -6.8% | +66.3% | +54.3% |
| 10Y | +222.2% | +225.4% | -3.2% | +85.7% |
| All | +222.2% | +217.6% | +4.6% | +85.7% |
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 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