+153.3%
EWY vs RVTY
-34.2%
+187.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | +6.7% | -5.4% | +12.1% | +8.4% |
| 30D | +17.0% | +6.7% | +10.2% | +14.7% |
| 3M | +3.7% | +19.0% | -15.4% | -1.9% |
| 6M | +42.5% | +34.6% | +7.8% | +29.9% |
| YTD | +96.2% | +28.3% | +68.0% | +80.2% |
| 1Y | +160.4% | +46.0% | +114.3% | +130.1% |
| 3Y | +231.7% | +16.9% | +214.8% | +203.9% |
| 5Y | +153.3% | -32.9% | +186.2% | +166.7% |
| All | +153.3% | -34.2% | +187.5% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling