+155.6%
EWJ vs RVTY
+1,445.2%
-1,289.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +3.3% | +13.2% | -9.9% | +0.6% |
| 3M | +5.0% | +27.2% | -22.3% | -0.4% |
| 6M | +11.5% | +32.4% | -20.9% | +4.6% |
| YTD | +22.4% | +34.9% | -12.5% | +14.0% |
| 1Y | +30.2% | +52.4% | -22.2% | +18.0% |
| 3Y | +72.8% | +12.3% | +60.5% | +63.3% |
| 5Y | +54.1% | -30.8% | +85.0% | +58.5% |
| 10Y | +140.6% | +150.7% | -10.1% | +87.1% |
| All | +155.6% | +1,445.2% | -1,289.6% | +45.2% |
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