+395.7%
EFA vs RVTY
+449.6%
-53.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +0.9% | +13.2% | -12.4% | -2.9% |
| 3M | +4.9% | +27.2% | -22.4% | -2.9% |
| 6M | +8.6% | +32.4% | -23.8% | -1.3% |
| YTD | +14.6% | +34.9% | -20.3% | +3.2% |
| 1Y | +22.6% | +52.4% | -29.7% | +5.9% |
| 3Y | +66.5% | +12.3% | +54.2% | +52.6% |
| 5Y | +54.5% | -30.8% | +85.4% | +61.1% |
| 10Y | +144.8% | +150.7% | -5.9% | +64.5% |
| All | +395.7% | +449.6% | -53.9% | +141.0% |
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 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