+84.1%
EWZ vs RVTY
+140.1%
-56.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.8% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | +9.3% | +10.8% | -1.6% | +5.4% |
| 3M | +15.7% | +26.8% | -11.1% | +6.0% |
| 6M | +7.4% | +39.3% | -31.9% | -5.3% |
| YTD | +22.7% | +31.6% | -8.9% | +9.5% |
| 1Y | +36.4% | +47.7% | -11.3% | +16.1% |
| 3Y | +50.4% | +19.9% | +30.5% | +32.3% |
| 5Y | +67.6% | -32.3% | +100.0% | +82.7% |
| 10Y | +84.1% | +138.4% | -54.4% | -9.4% |
| All | +84.1% | +140.1% | -56.0% | -9.4% |
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