+248.9%
A vs RVTY
+134.6%
+114.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.2% |
| 7D | -4.4% | -5.4% | +1.0% | -1.0% |
| 30D | -2.7% | +6.7% | -9.4% | -6.7% |
| 3M | +7.0% | +19.0% | -12.0% | -4.5% |
| 6M | +24.6% | +34.6% | -10.0% | +2.2% |
| YTD | +7.0% | +28.3% | -21.3% | -10.4% |
| 1Y | +15.6% | +46.0% | -30.5% | -11.3% |
| 3Y | +29.9% | +16.9% | +13.0% | +10.7% |
| 5Y | -15.4% | -32.9% | +17.5% | +2.0% |
| 10Y | +248.9% | +141.6% | +107.2% | +56.9% |
| All | +248.9% | +134.6% | +114.3% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling