+202.8%
TER vs RVTY
-30.5%
+233.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | -8.3% | +13.2% | -21.5% | -14.6% |
| 3M | -12.2% | +27.2% | -39.5% | -23.9% |
| 6M | +17.1% | +32.4% | -15.3% | -1.1% |
| YTD | +84.7% | +34.9% | +49.8% | +52.0% |
| 1Y | +199.9% | +52.4% | +147.6% | +128.2% |
| 3Y | +232.8% | +12.3% | +220.5% | +195.1% |
| All | +202.8% | -30.5% | +233.4% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling