+187.0%
BR vs RVTY
+145.6%
+41.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | -3.0% | -4.5% | +1.6% | -1.6% |
| 30D | -0.3% | +5.5% | -5.7% | -2.0% |
| 3M | +17.3% | +22.5% | -5.2% | +9.4% |
| 6M | -6.7% | +38.9% | -45.6% | -17.0% |
| YTD | -23.4% | +28.7% | -52.2% | -30.7% |
| 1Y | -32.7% | +45.5% | -78.2% | -41.9% |
| 3Y | -5.9% | +16.4% | -22.3% | -15.8% |
| 5Y | +8.4% | -32.7% | +41.2% | +18.2% |
| All | +187.0% | +145.6% | +41.4% | +78.6% |
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