+53.4%
EFA vs RVTY
-34.2%
+87.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | -0.5% | -5.4% | +4.9% | +0.8% |
| 30D | -1.3% | +6.7% | -8.1% | -2.9% |
| 3M | +5.2% | +19.0% | -13.8% | +0.5% |
| 6M | +9.4% | +34.6% | -25.3% | +0.9% |
| YTD | +12.7% | +28.3% | -15.5% | +4.8% |
| 1Y | +19.3% | +46.0% | -26.8% | +6.9% |
| 3Y | +66.3% | +16.9% | +49.5% | +53.8% |
| 5Y | +53.4% | -32.9% | +86.3% | +61.4% |
| All | +53.4% | -34.2% | +87.6% | +61.4% |
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 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