+79.8%
F vs RVTY
+206.3%
-126.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.8% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +2.6% | +1.0% | +1.6% | +1.7% |
| 3M | -8.8% | +35.8% | -44.6% | -20.4% |
| 6M | +4.6% | +56.7% | -52.1% | -14.4% |
| YTD | -1.9% | +60.7% | -62.6% | -21.5% |
| 1Y | -0.8% | +73.7% | -74.5% | -23.4% |
| 3Y | +43.5% | +82.8% | -39.3% | +4.5% |
| 5Y | -12.1% | -7.0% | -5.0% | -16.5% |
| All | +79.8% | +206.3% | -126.5% | -6.9% |
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