-14.6%
EW vs RVTY
-7.4%
-7.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.6% |
| 7D | +11.0% | -1.2% | +12.2% | +11.1% |
| 30D | +19.1% | +1.0% | +18.0% | +18.5% |
| 3M | +14.4% | +35.8% | -21.5% | +4.5% |
| 6M | +22.8% | +56.7% | -33.9% | +7.3% |
| YTD | +19.8% | +60.7% | -40.9% | +3.0% |
| 1Y | +23.9% | +73.7% | -49.8% | +3.8% |
| 3Y | +52.2% | +82.8% | -30.5% | +16.0% |
| All | -14.6% | -7.4% | -7.1% | -7.4% |
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