+502.5%
EWT vs RVTY
+575.4%
-72.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| 3M | -9.4% | +31.5% | -40.9% | -16.6% |
| 6M | +2.7% | +62.7% | -60.0% | -11.7% |
| YTD | +53.3% | +60.0% | -6.7% | +31.5% |
| 1Y | +59.2% | +65.7% | -6.5% | +34.9% |
| 3Y | +157.1% | +85.2% | +71.9% | +105.6% |
| 5Y | +119.6% | -14.9% | +134.5% | +114.9% |
| 10Y | +446.9% | +211.9% | +235.0% | +254.0% |
| All | +502.5% | +575.4% | -72.9% | +187.1% |
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