+91.4%
IT vs RVTY
+134.6%
-43.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -0.7% |
| 7D | -9.1% | -5.4% | -3.7% | -7.0% |
| 30D | -12.2% | +6.7% | -18.9% | -14.5% |
| 3M | +7.8% | +19.0% | -11.2% | -0.5% |
| 6M | +2.0% | +34.6% | -32.7% | -11.7% |
| YTD | -32.7% | +28.3% | -61.0% | -40.4% |
| 1Y | -31.1% | +46.0% | -77.1% | -42.6% |
| 3Y | -52.1% | +16.9% | -69.0% | -58.0% |
| 5Y | -46.3% | -32.9% | -13.4% | -40.0% |
| 10Y | +91.4% | +141.6% | -50.3% | +9.1% |
| All | +91.4% | +134.6% | -43.2% | +9.1% |
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