+67.9%
FIVE vs RVTY
+48.7%
+19.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.3% |
| 7D | +3.7% | +0.4% | +3.3% | +3.5% |
| 30D | +4.0% | +10.8% | -6.9% | +1.0% |
| 3M | +36.2% | +26.8% | +9.5% | +26.4% |
| 6M | +18.0% | +39.3% | -21.3% | +5.0% |
| YTD | +34.9% | +31.6% | +3.3% | +19.7% |
| 1Y | +67.9% | +47.7% | +20.2% | +37.3% |
| All | +67.9% | +48.7% | +19.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling