+20.1%
BR vs RVTY
-9.4%
+29.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | +15.9% | +1.7% | +14.1% | +15.1% |
| 3M | +13.7% | +36.8% | -23.1% | +5.2% |
| 6M | +31.0% | +60.1% | -29.1% | +16.2% |
| YTD | -12.0% | +64.0% | -76.0% | -23.0% |
| 1Y | -11.5% | +68.2% | -79.7% | -23.3% |
| 3Y | +14.9% | +88.8% | -73.8% | -7.1% |
| 5Y | +20.1% | -10.5% | +30.6% | +22.3% |
| All | +20.1% | -9.4% | +29.5% | +22.3% |
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