+199.8%
TER vs RVTY
+57.1%
+142.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | -8.3% | +13.2% | -21.5% | -13.4% |
| 3M | -12.2% | +27.2% | -39.5% | -22.1% |
| 6M | +17.0% | +32.4% | -15.4% | -1.4% |
| YTD | +84.6% | +34.9% | +49.7% | +49.7% |
| 1Y | +199.8% | +52.4% | +147.4% | +131.3% |
| All | +199.8% | +57.1% | +142.7% | +131.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling