+102.5%
EWY vs RVTY
-11.6%
+114.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +10.4% | +4.1% | +6.3% | +9.1% |
| 30D | -12.7% | +1.3% | -14.0% | -12.9% |
| 3M | -17.3% | +33.3% | -50.6% | -24.2% |
| 6M | -18.6% | +58.3% | -76.9% | -29.3% |
| YTD | +49.5% | +62.7% | -13.2% | +27.8% |
| 1Y | +55.0% | +67.2% | -12.3% | +31.2% |
| 3Y | +159.0% | +87.3% | +71.7% | +107.1% |
| 5Y | +102.5% | -13.4% | +115.9% | +97.7% |
| All | +102.5% | -11.6% | +114.1% | +97.7% |
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