+19.0%
EWZ vs RVTY
+78.0%
-59.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -24.5% | +1.0% | -25.6% | -24.9% |
| 3M | -10.7% | +35.8% | -46.5% | -16.5% |
| 6M | -19.1% | +56.7% | -75.8% | -26.9% |
| YTD | +1.6% | +60.7% | -59.1% | -9.5% |
| 1Y | +4.3% | +73.7% | -69.4% | -8.8% |
| 3Y | +19.0% | +82.8% | -63.8% | -2.2% |
| All | +19.0% | +78.0% | -59.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling