+46.6%
EEM vs RVTY
-34.2%
+80.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +2.0% | -5.4% | +7.4% | +3.2% |
| 30D | +5.1% | +6.7% | -1.7% | +3.5% |
| 3M | +4.6% | +19.0% | -14.4% | +0.2% |
| 6M | +17.8% | +34.6% | -16.9% | +9.3% |
| YTD | +25.8% | +28.3% | -2.4% | +17.5% |
| 1Y | +36.4% | +46.0% | -9.6% | +23.3% |
| 3Y | +90.0% | +16.9% | +73.1% | +76.5% |
| 5Y | +46.6% | -32.9% | +79.5% | +52.8% |
| All | +46.6% | -34.2% | +80.8% | +52.8% |
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