+2.4%
BB vs RVTY
+134.6%
-132.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.2% |
| 7D | +1.8% | -5.4% | +7.3% | +4.7% |
| 30D | -12.2% | +6.7% | -19.0% | -15.4% |
| 3M | -12.3% | +19.0% | -31.3% | -20.5% |
| 6M | +122.7% | +34.6% | +88.1% | +87.2% |
| YTD | +104.5% | +28.3% | +76.2% | +75.1% |
| 1Y | +106.7% | +46.0% | +60.6% | +63.0% |
| 3Y | +70.0% | +16.9% | +53.1% | +45.1% |
| 5Y | -27.8% | -32.9% | +5.1% | -16.5% |
| 10Y | +2.4% | +141.6% | -139.3% | -50.1% |
| All | +2.4% | +134.6% | -132.2% | -50.1% |
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