+36.0%
MSCI vs RVTY
+90.0%
-54.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | +16.5% | +1.7% | +14.7% | +16.0% |
| 3M | +18.2% | +36.8% | -18.6% | +12.1% |
| 6M | +14.0% | +60.1% | -46.1% | +4.5% |
| YTD | +16.6% | +64.0% | -47.4% | +5.6% |
| 1Y | +14.8% | +68.2% | -53.4% | +3.3% |
| All | +36.0% | +90.0% | -54.0% | +14.7% |
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