+13.7%
MSCI vs RVTY
+76.6%
-62.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.7% |
| 7D | +1.5% | +6.0% | -4.6% | +1.2% |
| 30D | +14.4% | +4.3% | +10.1% | +14.1% |
| 3M | +15.2% | +40.2% | -25.0% | +13.3% |
| 6M | +11.2% | +59.3% | -48.1% | +7.8% |
| YTD | +13.9% | +66.5% | -52.6% | +8.2% |
| All | +13.7% | +76.6% | -62.9% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling