+432.5%
EWZ vs RVTY
+349.0%
+83.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +9.9% | +27.2% | -17.4% | -0.2% |
| 6M | +1.9% | +32.4% | -30.5% | -9.4% |
| YTD | +20.3% | +34.9% | -14.6% | +5.6% |
| 1Y | +35.6% | +52.4% | -16.8% | +12.9% |
| 3Y | +43.4% | +12.3% | +31.2% | +28.4% |
| 5Y | +55.9% | -30.8% | +86.8% | +62.2% |
| 10Y | +84.2% | +150.7% | -66.5% | +12.1% |
| All | +432.5% | +349.0% | +83.6% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling