+59.1%
ACWI vs RVTY
-15.1%
+74.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -1.7% | +1.5% | -3.2% | -2.2% |
| 3M | -3.9% | +31.5% | -35.4% | -10.7% |
| 6M | +0.8% | +62.7% | -61.9% | -11.7% |
| YTD | +11.0% | +60.0% | -48.9% | -3.2% |
| 1Y | +13.1% | +65.7% | -52.6% | -2.5% |
| 3Y | +73.9% | +85.2% | -11.3% | +40.3% |
| All | +59.1% | -15.1% | +74.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling