+1,008.9%
BE vs RVTY
+64.5%
+944.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +11.2% |
| 7D | +29.8% | +0.4% | +29.4% | +29.1% |
| 30D | +26.4% | +10.8% | +15.6% | +17.7% |
| 3M | +9.3% | +26.8% | -17.5% | -7.4% |
| 6M | +105.1% | +39.3% | +65.7% | +59.5% |
| YTD | +219.0% | +31.6% | +187.4% | +154.9% |
| 1Y | +418.8% | +47.7% | +371.1% | +280.3% |
| 3Y | +1,784.6% | +19.9% | +1,764.6% | +1,385.6% |
| 5Y | +1,251.0% | -32.3% | +1,283.3% | +1,566.4% |
| All | +1,008.9% | +64.5% | +944.4% | +476.7% |
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