+200.1%
EXC vs RVTY
+219.6%
-19.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | +8.3% | +1.7% | +6.5% | +7.7% |
| 3M | +2.6% | +36.8% | -34.2% | -3.7% |
| 6M | +5.2% | +60.1% | -54.9% | -4.6% |
| YTD | +7.5% | +64.0% | -56.4% | -3.9% |
| 1Y | +3.2% | +68.2% | -65.1% | -8.5% |
| 3Y | +29.5% | +88.8% | -59.2% | +7.0% |
| 5Y | +39.7% | -10.5% | +50.2% | +39.5% |
| 10Y | +200.1% | +219.7% | -19.6% | +106.6% |
| All | +200.1% | +219.6% | -19.5% | +106.6% |
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