+36.6%
FIVE vs RVTY
-30.5%
+67.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +4.3% | +1.1% | +3.2% | +3.7% |
| 30D | +12.5% | +13.2% | -0.7% | +6.3% |
| 3M | +31.2% | +27.2% | +4.0% | +16.8% |
| 6M | +14.4% | +32.4% | -18.0% | -0.9% |
| YTD | +33.9% | +34.9% | -1.0% | +13.9% |
| 1Y | +65.1% | +52.4% | +12.7% | +31.9% |
| 3Y | +49.0% | +12.3% | +36.7% | +33.7% |
| All | +36.6% | -30.5% | +67.1% | +51.4% |
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 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