+44.6%
NWSA vs RVTY
+16.6%
+28.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.2% |
| 7D | -3.1% | -5.4% | +2.3% | -1.9% |
| 30D | +4.3% | +6.7% | -2.5% | +2.8% |
| 3M | +9.2% | +19.0% | -9.8% | +4.8% |
| 6M | +21.6% | +34.6% | -13.1% | +12.7% |
| YTD | +14.2% | +28.3% | -14.1% | +7.0% |
| 1Y | +1.8% | +46.0% | -44.3% | -8.1% |
| All | +44.6% | +16.6% | +28.0% | +35.0% |
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 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