+66.5%
EWZ vs RVTY
+211.6%
-145.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | -24.4% | +1.5% | -25.9% | -25.1% |
| 3M | -4.6% | +31.5% | -36.0% | -13.6% |
| 6M | -11.6% | +62.7% | -74.2% | -26.1% |
| YTD | +2.4% | +60.0% | -57.6% | -14.8% |
| 1Y | +2.1% | +65.7% | -63.6% | -16.3% |
| 3Y | +18.7% | +85.2% | -66.5% | -11.1% |
| 5Y | +54.2% | -14.9% | +69.1% | +53.8% |
| All | +66.5% | +211.6% | -145.1% | -23.3% |
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