+95.8%
NWSA vs RVTY
+372.2%
-276.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.3% | +3.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -8.8% | +1.5% | -10.3% | -9.5% |
| 3M | -6.5% | +31.5% | -37.9% | -16.1% |
| 6M | +1.5% | +62.7% | -61.2% | -16.7% |
| YTD | +4.0% | +60.0% | -55.9% | -15.1% |
| 1Y | +3.4% | +65.7% | -62.3% | -17.0% |
| 3Y | +34.8% | +85.2% | -50.4% | -1.4% |
| 5Y | +18.4% | -14.9% | +33.2% | +18.0% |
| 10Y | +149.2% | +211.9% | -62.7% | +12.0% |
| All | +95.8% | +372.2% | -276.3% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling