+800.7%
MSCI vs RVTY
+212.9%
+587.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +2.7% | -2.7% | +5.3% | +3.7% |
| 30D | +16.2% | +3.2% | +13.0% | +14.0% |
| 3M | +17.1% | +37.2% | -20.1% | +0.3% |
| 6M | +13.0% | +57.7% | -44.7% | -10.5% |
| YTD | +15.8% | +64.8% | -49.1% | -12.0% |
| 1Y | +15.5% | +72.8% | -57.4% | -14.6% |
| 3Y | +32.3% | +89.8% | -57.5% | -14.7% |
| 5Y | +8.2% | -8.4% | +16.6% | +6.6% |
| 10Y | +800.7% | +219.5% | +581.2% | +341.1% |
| All | +800.7% | +212.9% | +587.8% | +341.1% |
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