+226.4%
EWY vs RVTY
+16.6%
+209.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | +6.7% | -5.4% | +12.1% | +8.3% |
| 30D | +17.0% | +6.7% | +10.2% | +14.9% |
| 3M | +3.7% | +19.0% | -15.4% | -1.5% |
| 6M | +42.5% | +34.6% | +7.8% | +30.8% |
| YTD | +96.2% | +28.3% | +68.0% | +81.2% |
| 1Y | +160.4% | +46.0% | +114.3% | +133.2% |
| All | +226.4% | +16.6% | +209.9% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling