+594.1%
EWT vs RVTY
+469.4%
+124.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.0% | +1.1% | +2.9% | +3.6% |
| 30D | +10.3% | +13.2% | -2.9% | +6.3% |
| 3M | +6.1% | +27.2% | -21.2% | -1.6% |
| 6M | +56.6% | +32.4% | +24.2% | +43.0% |
| YTD | +76.6% | +34.9% | +41.7% | +59.6% |
| 1Y | +97.9% | +52.4% | +45.5% | +72.0% |
| 3Y | +198.0% | +12.3% | +185.7% | +174.9% |
| 5Y | +151.8% | -30.8% | +182.6% | +162.1% |
| 10Y | +514.1% | +150.7% | +363.5% | +324.4% |
| All | +594.1% | +469.4% | +124.7% | +248.5% |
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