-34.6%
RVTY vs BTG
+74.4%
-108.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.8% |
| 7D | -7.4% | -5.8% | -1.6% | -6.5% |
| 30D | +4.5% | +5.7% | -1.2% | +3.5% |
| 3M | +19.5% | +38.1% | -18.7% | +12.5% |
| 6M | +34.1% | +0.3% | +33.8% | +32.4% |
| YTD | +25.3% | +19.9% | +5.4% | +18.9% |
| 1Y | +47.0% | +24.6% | +22.4% | +37.3% |
| 3Y | +14.1% | +96.6% | -82.5% | -5.6% |
| 5Y | -34.6% | +77.7% | -112.2% | -44.6% |
| All | -34.6% | +74.4% | -108.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling