+518.8%
FIVE vs RVTY
+219.6%
+299.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | +17.4% | +1.7% | +15.7% | +15.9% |
| 3M | +7.0% | +36.8% | -29.8% | -9.4% |
| 6M | +20.5% | +60.1% | -39.6% | -6.9% |
| YTD | +33.1% | +64.0% | -30.9% | -0.1% |
| 1Y | +67.1% | +68.2% | -1.1% | +23.4% |
| 3Y | +41.9% | +88.8% | -46.9% | -4.9% |
| 5Y | +21.1% | -10.5% | +31.6% | +18.6% |
| 10Y | +518.8% | +219.7% | +299.1% | +164.4% |
| All | +518.8% | +219.6% | +299.2% | +164.4% |
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