+14.1%
AGG vs RVTY
+145.6%
-131.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -1.1% | -4.5% | +3.5% | -0.9% |
| 30D | -1.1% | +5.5% | -6.6% | -1.3% |
| 3M | -1.9% | +22.5% | -24.5% | -2.6% |
| 6M | -1.7% | +38.9% | -40.6% | -2.8% |
| YTD | -1.3% | +28.7% | -30.0% | -2.2% |
| 1Y | -0.7% | +45.5% | -46.2% | -2.0% |
| 3Y | +12.5% | +16.4% | -3.9% | +11.3% |
| 5Y | -2.5% | -32.7% | +30.3% | -2.9% |
| All | +14.1% | +145.6% | -131.5% | +13.2% |
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