+40.5%
NWSA vs RVTY
-34.2%
+74.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | 0.0% |
| 7D | -3.4% | -5.4% | +2.0% | -1.9% |
| 30D | +3.9% | +6.7% | -2.8% | +1.9% |
| 3M | +8.9% | +19.0% | -10.2% | +3.1% |
| 6M | +21.2% | +34.6% | -13.5% | +9.9% |
| YTD | +13.8% | +28.3% | -14.4% | +4.4% |
| 1Y | +1.4% | +46.0% | -44.6% | -11.2% |
| 3Y | +44.0% | +16.9% | +27.1% | +31.1% |
| 5Y | +40.5% | -32.9% | +73.4% | +54.2% |
| All | +40.5% | -34.2% | +74.7% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling