+81.2%
EWZ vs RVTY
+149.2%
-68.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.5% | +1.1% | +5.4% | +6.1% |
| 30D | +4.8% | +13.2% | -8.4% | +0.4% |
| 3M | +9.9% | +27.2% | -17.4% | +0.6% |
| 6M | +1.9% | +32.4% | -30.5% | -8.5% |
| YTD | +20.3% | +34.9% | -14.6% | +6.6% |
| 1Y | +35.6% | +52.4% | -16.8% | +14.3% |
| 3Y | +43.4% | +12.3% | +31.2% | +30.0% |
| 5Y | +55.9% | -30.8% | +86.8% | +68.8% |
| All | +81.2% | +149.2% | -68.0% | -12.3% |
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