+356.8%
ACWI vs RVTY
+504.6%
-147.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | +1.1% | -0.6% | 0.0% |
| 30D | +0.9% | +13.2% | -12.3% | -4.1% |
| 3M | +2.4% | +27.2% | -24.9% | -7.7% |
| 6M | +12.4% | +32.4% | -20.0% | -1.1% |
| YTD | +15.2% | +34.9% | -19.7% | -0.1% |
| 1Y | +22.7% | +52.4% | -29.7% | +0.5% |
| 3Y | +75.8% | +12.3% | +63.5% | +55.6% |
| 5Y | +67.7% | -30.8% | +98.5% | +78.5% |
| 10Y | +229.0% | +150.7% | +78.3% | +77.1% |
| All | +356.8% | +504.6% | -147.8% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling