+18.3%
EFA vs RVTY
+43.1%
-24.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -2.4% | -7.4% | +5.1% | -1.0% |
| 30D | -2.2% | +4.5% | -6.7% | -3.1% |
| 3M | +5.7% | +19.5% | -13.8% | +2.0% |
| 6M | +8.2% | +34.1% | -25.9% | +1.3% |
| YTD | +11.8% | +25.3% | -13.5% | +5.1% |
| 1Y | +18.3% | +47.0% | -28.7% | +7.1% |
| All | +18.3% | +43.1% | -24.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling