+199.8%
EWT vs RVTY
+16.6%
+183.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | +2.1% | -5.4% | +7.5% | +3.4% |
| 30D | +9.4% | +6.7% | +2.6% | +7.7% |
| 3M | +10.9% | +19.0% | -8.1% | +6.0% |
| 6M | +57.9% | +34.6% | +23.3% | +45.9% |
| YTD | +75.9% | +28.3% | +47.6% | +63.5% |
| 1Y | +89.7% | +46.0% | +43.7% | +70.6% |
| All | +199.8% | +16.6% | +183.2% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling