-13.5%
F vs RVTY
-9.4%
-4.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +3.3% | +1.7% | +1.6% | +2.1% |
| 3M | -11.3% | +36.8% | -48.1% | -22.7% |
| 6M | +5.3% | +60.1% | -54.8% | -14.4% |
| YTD | -2.2% | +64.0% | -66.2% | -22.3% |
| 1Y | -3.5% | +68.2% | -71.8% | -24.4% |
| 3Y | +49.5% | +88.8% | -39.3% | +6.0% |
| 5Y | -13.5% | -10.5% | -3.0% | -18.8% |
| All | -13.5% | -9.4% | -4.1% | -18.8% |
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