+50.1%
IEFA vs RVTY
-34.5%
+84.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -2.4% | -7.4% | +5.0% | -0.6% |
| 30D | -2.1% | +4.5% | -6.6% | -3.2% |
| 3M | +5.5% | +19.5% | -13.9% | +0.7% |
| 6M | +8.1% | +34.1% | -26.0% | -0.1% |
| YTD | +11.9% | +25.3% | -13.3% | +4.6% |
| 1Y | +18.1% | +47.0% | -28.9% | +5.6% |
| 3Y | +65.5% | +14.1% | +51.3% | +53.8% |
| 5Y | +50.1% | -34.6% | +84.6% | +58.8% |
| All | +50.1% | -34.5% | +84.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling