+55.2%
EWY vs RVTY
+66.4%
-11.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | -10.7% | +1.5% | -12.2% | -10.7% |
| 3M | -20.1% | +31.5% | -51.5% | -27.6% |
| 6M | -24.3% | +62.7% | -87.0% | -37.2% |
| YTD | +46.9% | +60.0% | -13.1% | +18.2% |
| 1Y | +55.2% | +65.7% | -10.5% | +24.6% |
| All | +55.2% | +66.4% | -11.2% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling