+5.6%
MSCI vs RVTY
-15.1%
+20.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +17.8% | +1.5% | +16.3% | +16.8% |
| 3M | +15.2% | +31.5% | -16.3% | +4.4% |
| 6M | +16.5% | +62.7% | -46.2% | -3.0% |
| YTD | +16.4% | +60.0% | -43.6% | -3.9% |
| 1Y | +16.8% | +65.7% | -48.9% | -5.2% |
| 3Y | +35.8% | +85.2% | -49.4% | -3.6% |
| All | +5.6% | -15.1% | +20.7% | +15.0% |
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