+551.0%
FIVE vs RVTY
+206.3%
+344.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.7% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +17.7% | +1.0% | +16.6% | +16.5% |
| 3M | +4.0% | +35.8% | -31.9% | -11.8% |
| 6M | +2.6% | +56.7% | -54.1% | -19.9% |
| YTD | +27.6% | +60.7% | -33.1% | -3.4% |
| 1Y | +59.9% | +73.7% | -13.8% | +16.0% |
| 3Y | +35.8% | +82.8% | -47.0% | -7.5% |
| 5Y | +14.4% | -7.0% | +21.5% | +9.4% |
| All | +551.0% | +206.3% | +344.7% | +189.1% |
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