+69.0%
RZV vs SPY
+80.7%
-11.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -0.7% |
| 30D | -3.9% | -1.7% | -2.3% | -2.3% |
| 3M | +2.6% | +4.7% | -2.1% | -2.2% |
| 6M | +17.6% | +12.5% | +5.1% | +4.2% |
| YTD | +23.0% | +11.7% | +11.3% | +9.8% |
| 1Y | +25.8% | +17.5% | +8.4% | +6.8% |
| 3Y | +63.7% | +76.6% | -12.9% | -7.3% |
| All | +69.0% | +80.7% | -11.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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