+65.8%
IEFA vs RVTY
+85.4%
-19.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +1.1% | +1.5% | -0.5% | +0.6% |
| 3M | -4.3% | +31.5% | -35.7% | -9.7% |
| 6M | +1.4% | +62.7% | -61.3% | -8.9% |
| YTD | +10.1% | +60.0% | -49.9% | -1.5% |
| 1Y | +12.9% | +65.7% | -52.8% | +0.1% |
| 3Y | +65.8% | +85.2% | -19.4% | +40.5% |
| All | +65.8% | +85.4% | -19.6% | +40.5% |
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