+2,417.1%
MSCI vs RVTY
+445.3%
+1,971.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.4% | +1.1% | -0.7% | -0.2% |
| 30D | +0.6% | +13.2% | -12.7% | -5.5% |
| 3M | -7.1% | +27.2% | -34.3% | -18.6% |
| 6M | +0.8% | +32.4% | -31.6% | -14.4% |
| YTD | +1.0% | +34.9% | -33.9% | -15.9% |
| 1Y | +4.3% | +52.4% | -48.1% | -19.4% |
| 3Y | +9.9% | +12.3% | -2.3% | -6.9% |
| 5Y | -6.8% | -30.8% | +24.1% | +1.9% |
| 10Y | +614.7% | +150.7% | +464.0% | +280.0% |
| All | +2,417.1% | +445.3% | +1,971.8% | +725.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling