+144.6%
IEFA vs RVTY
+145.6%
-1.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.2% |
| 7D | -1.6% | -4.5% | +3.0% | -0.3% |
| 30D | -1.5% | +5.5% | -6.9% | -3.1% |
| 3M | +3.4% | +22.5% | -19.1% | -2.9% |
| 6M | +9.5% | +38.9% | -29.4% | -1.4% |
| YTD | +13.0% | +28.7% | -15.7% | +3.5% |
| 1Y | +18.0% | +45.5% | -27.5% | +3.7% |
| 3Y | +65.4% | +16.4% | +49.0% | +50.3% |
| 5Y | +51.6% | -32.7% | +84.3% | +62.0% |
| All | +144.6% | +145.6% | -1.1% | +56.9% |
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