+53.8%
NDAQ vs RVTY
-32.1%
+85.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +0.5% | +10.8% | -10.4% | -2.2% |
| 3M | +9.9% | +26.8% | -16.9% | +3.0% |
| 6M | +8.2% | +39.3% | -31.1% | -1.7% |
| YTD | -1.5% | +31.6% | -33.1% | -9.2% |
| 1Y | +1.3% | +47.7% | -46.4% | -9.9% |
| 3Y | +92.6% | +19.9% | +72.7% | +76.2% |
| 5Y | +53.8% | -32.3% | +86.2% | +70.9% |
| All | +53.8% | -32.1% | +85.9% | +70.9% |
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