+4.5%
NWSA vs RVTY
+57.1%
-52.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | +4.6% | +13.2% | -8.6% | +2.7% |
| 3M | +13.2% | +27.2% | -14.0% | +9.0% |
| 6M | +27.0% | +32.4% | -5.4% | +21.0% |
| YTD | +16.8% | +34.9% | -18.0% | +11.6% |
| 1Y | +4.5% | +52.4% | -47.9% | -1.7% |
| All | +4.5% | +57.1% | -52.6% | -1.7% |
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 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