+8.2%
BR vs RVTY
-34.2%
+42.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -5.0% | -5.4% | +0.4% | -3.8% |
| 30D | -2.5% | +6.7% | -9.2% | -4.0% |
| 3M | +13.5% | +19.0% | -5.5% | +8.5% |
| 6M | -9.4% | +34.6% | -44.1% | -16.4% |
| YTD | -23.3% | +28.3% | -51.5% | -28.7% |
| 1Y | -31.6% | +46.0% | -77.6% | -39.0% |
| 3Y | -5.1% | +16.9% | -21.9% | -12.3% |
| 5Y | +8.2% | -32.9% | +41.1% | +17.2% |
| All | +8.2% | -34.2% | +42.4% | +17.2% |
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