+290.8%
EWY vs RVTY
+139.0%
+151.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -3.3% |
| 7D | +1.2% | -7.4% | +8.6% | +4.2% |
| 30D | +9.3% | +4.5% | +4.8% | +7.6% |
| 3M | +2.4% | +19.5% | -17.0% | -4.5% |
| 6M | +40.3% | +34.1% | +6.2% | +25.2% |
| YTD | +88.0% | +25.3% | +62.8% | +70.8% |
| 1Y | +143.8% | +47.0% | +96.8% | +107.9% |
| 3Y | +217.8% | +14.1% | +203.6% | +185.0% |
| 5Y | +142.7% | -34.6% | +177.3% | +169.5% |
| All | +290.8% | +139.0% | +151.8% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling