+34.1%
NWSA vs RVTY
+90.0%
-55.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -12.2% | -0.7% | -11.5% | -11.9% |
| 30D | -8.7% | +1.7% | -10.4% | -9.1% |
| 3M | -6.0% | +36.8% | -42.8% | -12.7% |
| 6M | -0.3% | +60.1% | -60.4% | -11.4% |
| YTD | +3.5% | +64.0% | -60.5% | -9.1% |
| 1Y | +0.8% | +68.2% | -67.5% | -12.2% |
| All | +34.1% | +90.0% | -55.9% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling