+95.8%
NI vs RVTY
-34.2%
+130.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | +1.3% | -5.4% | +6.7% | +2.0% |
| 30D | -0.3% | +6.7% | -7.0% | -1.2% |
| 3M | -9.5% | +19.0% | -28.5% | -11.8% |
| 6M | -10.2% | +34.6% | -44.9% | -14.5% |
| YTD | +1.8% | +28.3% | -26.5% | -2.6% |
| 1Y | +5.7% | +46.0% | -40.4% | -1.3% |
| 3Y | +69.6% | +16.9% | +52.7% | +61.0% |
| 5Y | +95.8% | -32.9% | +128.7% | +96.4% |
| All | +95.8% | -34.2% | +130.0% | +96.4% |
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