+73.3%
ACWI vs RVTY
+91.0%
-17.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | -3.3% | +3.2% | -6.5% | -4.0% |
| 3M | -3.4% | +37.2% | -40.6% | -9.7% |
| 6M | +0.8% | +57.7% | -56.9% | -9.0% |
| YTD | +10.7% | +64.8% | -54.1% | -1.8% |
| 1Y | +11.6% | +72.8% | -61.2% | -2.2% |
| All | +73.3% | +91.0% | -17.7% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling