+1,251.0%
BE vs RVTY
-32.1%
+1,283.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +11.0% |
| 7D | +29.8% | +0.4% | +29.4% | +29.2% |
| 30D | +26.4% | +10.8% | +15.6% | +18.9% |
| 3M | +9.3% | +26.8% | -17.5% | -5.2% |
| 6M | +105.1% | +39.3% | +65.7% | +65.3% |
| YTD | +219.0% | +31.6% | +187.4% | +163.2% |
| 1Y | +418.8% | +47.7% | +371.1% | +296.5% |
| 3Y | +1,784.6% | +19.9% | +1,764.6% | +1,431.7% |
| 5Y | +1,251.0% | -32.3% | +1,283.3% | +1,440.7% |
| All | +1,251.0% | -32.1% | +1,283.1% | +1,440.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling