+20.0%
FIVE vs RVTY
-10.9%
+30.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | +17.4% | +1.7% | +15.7% | +16.1% |
| 3M | +7.0% | +36.8% | -29.8% | -7.5% |
| 6M | +20.5% | +60.1% | -39.6% | -4.1% |
| YTD | +33.1% | +64.0% | -30.9% | +3.2% |
| 1Y | +67.1% | +68.2% | -1.1% | +27.6% |
| 3Y | +41.9% | +88.8% | -46.9% | -1.0% |
| All | +20.0% | -10.9% | +30.9% | +22.1% |
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 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