+67.3%
F vs RVTY
+211.6%
-144.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | 0.0% | +1.5% | -1.5% | -1.1% |
| 3M | -13.2% | +31.5% | -44.7% | -23.2% |
| 6M | -10.2% | +62.7% | -72.9% | -27.5% |
| YTD | -4.9% | +60.0% | -64.9% | -23.8% |
| 1Y | -6.1% | +65.7% | -71.8% | -26.0% |
| 3Y | +46.0% | +85.2% | -39.2% | +5.7% |
| 5Y | -15.7% | -14.9% | -0.8% | -17.1% |
| All | +67.3% | +211.6% | -144.3% | -13.6% |
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