+672.3%
AU vs RVTY
+145.6%
+526.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.1% |
| 7D | -4.3% | -4.5% | +0.3% | -3.3% |
| 30D | +7.3% | +5.5% | +1.9% | +6.2% |
| 3M | +26.3% | +22.5% | +3.8% | +21.1% |
| 6M | +1.8% | +38.9% | -37.1% | -4.7% |
| YTD | +26.8% | +28.7% | -1.9% | +19.9% |
| 1Y | +66.7% | +45.5% | +21.2% | +54.2% |
| 3Y | +579.1% | +16.4% | +562.7% | +537.7% |
| 5Y | +689.3% | -32.7% | +722.1% | +690.9% |
| All | +672.3% | +145.6% | +526.6% | +621.2% |
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