+400.3%
RVTY vs BTG
+378.0%
+22.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -2.2% |
| 7D | +0.4% | +4.8% | -4.4% | +0.1% |
| 30D | +10.8% | +8.3% | +2.5% | +10.3% |
| 3M | +26.8% | +32.3% | -5.5% | +24.3% |
| 6M | +39.3% | +3.0% | +36.4% | +38.4% |
| YTD | +31.6% | +21.9% | +9.7% | +29.1% |
| 1Y | +47.7% | +28.2% | +19.5% | +44.1% |
| 3Y | +19.9% | +99.9% | -80.0% | +13.0% |
| 5Y | -32.3% | +73.6% | -105.9% | -36.1% |
| 10Y | +138.4% | +136.5% | +1.9% | +118.1% |
| All | +400.3% | +378.0% | +22.3% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling