+146.1%
EWT vs RVTY
-34.5%
+180.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.0% |
| 7D | -1.1% | -7.4% | +6.3% | +0.8% |
| 30D | +4.8% | +4.5% | +0.3% | +3.6% |
| 3M | +11.1% | +19.5% | -8.3% | +5.7% |
| 6M | +54.6% | +34.1% | +20.5% | +42.2% |
| YTD | +71.4% | +25.3% | +46.2% | +59.7% |
| 1Y | +82.1% | +47.0% | +35.1% | +62.4% |
| 3Y | +193.2% | +14.1% | +179.1% | +172.6% |
| 5Y | +146.1% | -34.6% | +180.7% | +155.3% |
| All | +146.1% | -34.5% | +180.6% | +155.3% |
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