+216.7%
ACWI vs RVTY
+206.3%
+10.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.9% |
| 7D | -2.4% | -1.2% | -1.1% | -2.2% |
| 30D | -5.2% | +1.0% | -6.2% | -5.7% |
| 3M | -4.8% | +35.8% | -40.7% | -14.0% |
| 6M | -1.3% | +56.7% | -58.0% | -15.3% |
| YTD | +8.4% | +60.7% | -52.3% | -8.6% |
| 1Y | +11.0% | +73.7% | -62.7% | -9.0% |
| 3Y | +70.6% | +82.8% | -12.2% | +32.0% |
| 5Y | +55.3% | -7.0% | +62.3% | +49.8% |
| All | +216.7% | +206.3% | +10.4% | +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 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