+91.0%
EEM vs RVTY
+16.6%
+74.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +4.9% | +10.8% | -6.0% | +2.8% |
| 3M | +5.2% | +26.8% | -21.6% | +0.2% |
| 6M | +20.7% | +39.3% | -18.6% | +12.4% |
| YTD | +26.5% | +31.6% | -5.2% | +18.6% |
| 1Y | +37.8% | +47.7% | -9.8% | +26.2% |
| 3Y | +91.0% | +19.9% | +71.0% | +81.0% |
| All | +91.0% | +16.6% | +74.4% | +81.0% |
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 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