+32.6%
NET vs RVTY
-7.3%
+39.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.1% |
| 7D | -16.4% | -3.6% | -12.8% | -14.4% |
| 30D | -25.8% | +1.4% | -27.2% | -26.4% |
| 3M | -11.5% | +43.2% | -54.7% | -29.7% |
| 6M | +18.9% | +84.5% | -65.6% | -21.7% |
| YTD | +35.2% | +65.2% | -30.0% | -6.5% |
| 1Y | +14.5% | +74.3% | -59.9% | -24.4% |
| 3Y | +313.8% | +82.3% | +231.5% | +122.4% |
| 5Y | +32.6% | -6.2% | +38.7% | +57.6% |
| All | +32.6% | -7.3% | +39.8% | +57.6% |
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