+54.1%
T vs RVTY
+217.6%
-163.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.3% |
| 7D | +1.7% | +6.0% | -4.3% | +0.9% |
| 30D | -1.7% | +4.3% | -6.0% | -2.4% |
| 3M | -7.3% | +40.2% | -47.6% | -11.7% |
| 6M | -11.2% | +59.3% | -70.5% | -17.1% |
| YTD | -8.1% | +66.5% | -74.6% | -15.4% |
| 1Y | -8.0% | +77.5% | -85.5% | -16.3% |
| 3Y | +62.1% | +92.5% | -30.3% | +41.1% |
| 5Y | +55.7% | -6.8% | +62.5% | +54.3% |
| 10Y | +54.1% | +225.4% | -171.3% | +6.6% |
| All | +54.1% | +217.6% | -163.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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