+3.8%
MSCI vs RVTY
-7.4%
+11.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.2% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | +15.4% | +1.0% | +14.4% | +14.6% |
| 3M | +13.4% | +35.8% | -22.4% | +1.7% |
| 6M | +10.9% | +56.7% | -45.8% | -6.4% |
| YTD | +13.0% | +60.7% | -47.7% | -6.8% |
| 1Y | +12.0% | +73.7% | -61.7% | -10.7% |
| 3Y | +34.1% | +82.8% | -48.7% | -3.9% |
| All | +3.8% | -7.4% | +11.3% | +13.1% |
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