+119.0%
EWT vs RVTY
-15.1%
+134.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +9.1% | -0.5% | +9.6% | +9.3% |
| 30D | -12.2% | +1.5% | -13.8% | -12.5% |
| 3M | -9.4% | +31.5% | -40.9% | -15.5% |
| 6M | +2.7% | +62.7% | -60.0% | -9.7% |
| YTD | +53.3% | +60.0% | -6.7% | +34.3% |
| 1Y | +59.2% | +65.7% | -6.5% | +38.0% |
| 3Y | +157.1% | +85.2% | +71.9% | +112.3% |
| All | +119.0% | -15.1% | +134.1% | +111.2% |
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 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