+330.1%
ACWI vs RVTY
+600.6%
-270.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.6% | -1.7% |
| 7D | -4.0% | -9.0% | +5.0% | -0.7% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | -5.0% | +31.2% | -36.2% | -15.5% |
| 6M | +0.7% | +63.6% | -62.9% | -18.7% |
| YTD | +8.4% | +56.3% | -47.8% | -12.0% |
| 1Y | +10.1% | +63.3% | -53.2% | -12.5% |
| 3Y | +70.8% | +72.4% | -1.7% | +26.3% |
| 5Y | +55.4% | -9.6% | +65.0% | +46.6% |
| 10Y | +223.3% | +203.7% | +19.6% | +59.7% |
| All | +330.1% | +600.6% | -270.5% | +30.7% |
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 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