+138.5%
NWSA vs RVTY
+144.7%
-6.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.5% |
| 7D | -3.1% | -5.4% | +2.3% | -1.3% |
| 30D | +4.3% | +6.7% | -2.5% | +1.9% |
| 3M | +9.2% | +19.0% | -9.8% | +2.4% |
| 6M | +21.6% | +34.6% | -13.1% | +8.3% |
| YTD | +14.2% | +28.3% | -14.1% | +3.1% |
| 1Y | +1.8% | +46.0% | -44.3% | -12.9% |
| 3Y | +44.4% | +16.9% | +27.6% | +28.9% |
| 5Y | +41.0% | -32.9% | +73.9% | +53.1% |
| All | +138.5% | +144.7% | -6.2% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling