+668.0%
BE vs RVTY
+100.0%
+568.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -3.8% |
| 7D | +10.8% | -0.5% | +11.3% | +11.4% |
| 30D | -19.8% | +1.5% | -21.3% | -19.7% |
| 3M | -18.7% | +31.5% | -50.2% | -31.9% |
| 6M | -33.7% | +62.7% | -96.4% | -52.1% |
| YTD | +121.0% | +60.0% | +61.0% | +56.3% |
| 1Y | +85.4% | +65.7% | +19.7% | +26.8% |
| 3Y | +1,709.5% | +85.2% | +1,624.3% | +958.7% |
| 5Y | +462.2% | -14.9% | +477.1% | +498.0% |
| All | +668.0% | +100.0% | +568.0% | +253.6% |
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