+6.0%
VWO vs RVTY
+74.0%
-68.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | -1.3% | -3.6% | +2.3% | -0.9% |
| 30D | -7.1% | +1.4% | -8.5% | -7.3% |
| 3M | -6.1% | +43.2% | -49.3% | -10.5% |
| 6M | -3.9% | +84.5% | -88.4% | -12.7% |
| YTD | +5.0% | +65.2% | -60.2% | -4.0% |
| 1Y | +6.0% | +74.3% | -68.3% | -3.5% |
| All | +6.0% | +74.0% | -68.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling