+68.4%
T vs RVTY
+134.6%
-66.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.4% |
| 7D | -3.1% | -5.4% | +2.3% | -2.4% |
| 30D | +4.6% | +6.7% | -2.2% | +3.6% |
| 3M | +12.2% | +19.0% | -6.8% | +9.3% |
| 6M | -6.5% | +34.6% | -41.1% | -10.8% |
| YTD | +4.9% | +28.3% | -23.4% | +0.2% |
| 1Y | -10.5% | +46.0% | -56.5% | -16.5% |
| 3Y | +104.6% | +16.9% | +87.7% | +93.5% |
| 5Y | +64.2% | -32.9% | +97.1% | +71.7% |
| 10Y | +68.4% | +141.6% | -73.2% | +20.0% |
| All | +68.4% | +134.6% | -66.1% | +20.0% |
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