+1,057.8%
TER vs RVTY
+216.9%
+840.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +24.0% | +4.1% | +19.9% | +21.2% |
| 30D | -30.6% | +1.3% | -31.9% | -30.8% |
| 3M | -34.5% | +33.3% | -67.7% | -45.4% |
| 6M | -26.4% | +58.3% | -84.7% | -45.3% |
| YTD | +36.4% | +62.7% | -26.3% | -1.7% |
| 1Y | +47.4% | +67.2% | -19.8% | +4.0% |
| 3Y | +202.6% | +87.3% | +115.3% | +91.9% |
| 5Y | +83.9% | -13.4% | +97.3% | +88.2% |
| All | +1,057.8% | +216.9% | +840.9% | +413.3% |
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 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