+1,001.8%
TER vs RVTY
+217.6%
+784.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +10.5% |
| 7D | -5.8% | +6.0% | -11.8% | -8.5% |
| 30D | -38.9% | +4.3% | -43.2% | -40.1% |
| 3M | -35.1% | +40.2% | -75.4% | -47.5% |
| 6M | -31.6% | +59.3% | -90.9% | -49.3% |
| YTD | +27.2% | +66.5% | -39.3% | -9.5% |
| 1Y | +35.2% | +77.5% | -42.3% | -8.1% |
| 3Y | +192.8% | +92.5% | +100.3% | +82.8% |
| 5Y | +72.4% | -6.8% | +79.2% | +68.0% |
| 10Y | +1,001.8% | +225.4% | +776.5% | +392.5% |
| All | +1,001.8% | +217.6% | +784.2% | +392.5% |
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