+33.4%
VWO vs RVTY
-34.5%
+67.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -1.7% | -7.4% | +5.7% | -0.2% |
| 30D | -0.3% | +4.5% | -4.8% | -1.2% |
| 3M | +4.0% | +19.5% | -15.5% | -0.1% |
| 6M | +8.1% | +34.1% | -26.0% | +1.0% |
| YTD | +11.6% | +25.3% | -13.6% | +5.4% |
| 1Y | +16.2% | +47.0% | -30.8% | +5.7% |
| 3Y | +63.3% | +14.1% | +49.1% | +53.3% |
| 5Y | +33.4% | -34.6% | +67.9% | +39.8% |
| All | +33.4% | -34.5% | +67.8% | +39.8% |
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