+53.9%
F vs RVTY
-30.5%
+84.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +4.6% | +13.2% | -8.6% | -0.7% |
| 3M | -3.7% | +27.2% | -30.9% | -13.2% |
| 6M | +16.8% | +32.4% | -15.6% | +2.9% |
| YTD | +15.3% | +34.9% | -19.6% | 0.0% |
| 1Y | +31.0% | +52.4% | -21.4% | +7.3% |
| 3Y | +45.4% | +12.3% | +33.2% | +31.4% |
| All | +53.9% | -30.5% | +84.5% | +59.0% |
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