+125.9%
EWJ vs RVTY
+211.6%
-85.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +4.0% | -0.5% | +4.4% | +4.1% |
| 30D | -4.3% | +1.5% | -5.8% | -4.8% |
| 3M | -6.8% | +31.5% | -38.3% | -13.4% |
| 6M | -0.9% | +62.7% | -63.6% | -13.2% |
| YTD | +14.3% | +60.0% | -45.7% | -0.3% |
| 1Y | +15.3% | +65.7% | -50.4% | -0.4% |
| 3Y | +65.6% | +85.2% | -19.6% | +35.0% |
| 5Y | +47.5% | -14.9% | +62.3% | +46.3% |
| All | +125.9% | +211.6% | -85.7% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling