+138.4%
RVTY vs BUD
-23.5%
+162.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +10.8% | -4.8% | +15.6% | +12.5% |
| 3M | +26.8% | +1.4% | +25.4% | +26.0% |
| 6M | +39.3% | +9.9% | +29.5% | +34.9% |
| YTD | +31.6% | +26.3% | +5.3% | +21.6% |
| 1Y | +47.7% | +36.1% | +11.5% | +33.3% |
| 3Y | +19.9% | +48.6% | -28.7% | +4.6% |
| 5Y | -32.3% | +45.0% | -77.4% | -41.3% |
| 10Y | +138.4% | -23.1% | +161.5% | +136.2% |
| All | +138.4% | -23.5% | +162.0% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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