+746.2%
EEM vs RVTY
+2,004.6%
-1,258.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +2.7% | -0.5% | +3.1% | +2.9% |
| 30D | -5.4% | +1.5% | -6.9% | -6.3% |
| 3M | -8.6% | +31.5% | -40.1% | -19.4% |
| 6M | -8.9% | +62.7% | -71.6% | -27.2% |
| YTD | +11.9% | +60.0% | -48.0% | -11.2% |
| 1Y | +13.1% | +65.7% | -52.6% | -12.0% |
| 3Y | +70.7% | +85.2% | -14.6% | +19.5% |
| 5Y | +31.8% | -14.9% | +46.7% | +26.1% |
| 10Y | +119.5% | +211.9% | -92.4% | +1.7% |
| All | +746.2% | +2,004.6% | -1,258.4% | +79.4% |
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