+481.9%
NYT vs RVTY
+145.6%
+336.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.2% |
| 7D | -0.6% | -4.5% | +3.9% | +0.5% |
| 30D | +4.6% | +5.5% | -0.9% | +3.0% |
| 3M | -9.6% | +22.5% | -32.1% | -14.8% |
| 6M | -14.0% | +38.9% | -52.9% | -22.0% |
| YTD | -2.8% | +28.7% | -31.6% | -10.6% |
| 1Y | +15.6% | +45.5% | -29.9% | +2.2% |
| 3Y | +56.3% | +16.4% | +39.9% | +42.3% |
| 5Y | +39.5% | -32.7% | +72.3% | +49.5% |
| All | +481.9% | +145.6% | +336.3% | +295.6% |
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 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