+911.5%
BE vs RVTY
+68.6%
+842.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.6% |
| 7D | +20.0% | +1.1% | +18.9% | +19.0% |
| 30D | +7.9% | +13.2% | -5.3% | -0.7% |
| 3M | -13.2% | +27.2% | -40.5% | -26.4% |
| 6M | +53.5% | +32.4% | +21.1% | +24.6% |
| YTD | +191.0% | +34.9% | +156.2% | +129.2% |
| 1Y | +360.5% | +52.4% | +308.1% | +231.4% |
| 3Y | +1,568.0% | +12.3% | +1,555.7% | +1,296.5% |
| 5Y | +1,055.2% | -30.8% | +1,086.0% | +1,307.2% |
| All | +911.5% | +68.6% | +842.9% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling