+140.2%
NI vs RVTY
+145.6%
-5.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | 0.0% | -4.5% | +4.6% | +0.8% |
| 30D | -1.4% | +5.5% | -6.8% | -2.3% |
| 3M | -10.6% | +22.5% | -33.1% | -13.8% |
| 6M | -9.3% | +38.9% | -48.2% | -15.0% |
| YTD | +1.1% | +28.7% | -27.6% | -4.2% |
| 1Y | +3.4% | +45.5% | -42.1% | -4.6% |
| 3Y | +67.9% | +16.4% | +51.5% | +58.0% |
| 5Y | +98.0% | -32.7% | +130.7% | +104.6% |
| All | +140.2% | +145.6% | -5.5% | +85.2% |
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