+94.8%
NWSA vs RVTY
+384.0%
-289.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -12.2% | -0.7% | -11.5% | -11.8% |
| 30D | -8.7% | +1.7% | -10.4% | -9.4% |
| 3M | -6.0% | +36.8% | -42.8% | -16.9% |
| 6M | -0.3% | +60.1% | -60.4% | -17.7% |
| YTD | +3.5% | +64.0% | -60.5% | -16.3% |
| 1Y | +0.8% | +68.2% | -67.5% | -19.5% |
| 3Y | +31.1% | +88.8% | -57.6% | -4.7% |
| 5Y | +18.8% | -10.5% | +29.3% | +16.0% |
| 10Y | +147.9% | +219.7% | -71.8% | +10.4% |
| All | +94.8% | +384.0% | -289.1% | -28.0% |
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