+215.8%
RVTY vs BTG
+164.8%
+51.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -0.5% | -9.1% | +8.6% | +0.4% |
| 30D | +1.5% | -1.6% | +3.1% | +1.5% |
| 3M | +31.5% | -2.8% | +34.3% | +31.5% |
| 6M | +62.7% | -7.6% | +70.3% | +62.7% |
| YTD | +60.0% | +10.2% | +49.7% | +56.5% |
| 1Y | +65.7% | +21.3% | +44.5% | +60.6% |
| 3Y | +85.2% | +82.7% | +2.5% | +70.3% |
| 5Y | -14.9% | +30.8% | -45.7% | -20.9% |
| All | +215.8% | +164.8% | +51.0% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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