+213.5%
TER vs RVTY
+48.7%
+164.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.3% |
| 7D | +11.0% | +0.4% | +10.6% | +10.6% |
| 30D | -1.9% | +10.8% | -12.7% | -6.5% |
| 3M | -0.7% | +26.8% | -27.4% | -12.0% |
| 6M | +36.4% | +39.3% | -3.0% | +13.8% |
| YTD | +92.4% | +31.6% | +60.8% | +57.7% |
| 1Y | +213.5% | +47.7% | +165.8% | +145.7% |
| All | +213.5% | +48.7% | +164.9% | +145.7% |
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