+71.7%
TER vs RVTY
-15.1%
+86.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.5% |
| 7D | +14.4% | -0.5% | +14.8% | +14.9% |
| 30D | -30.6% | +1.5% | -32.1% | -30.7% |
| 3M | -39.2% | +31.5% | -70.6% | -48.0% |
| 6M | -31.3% | +62.7% | -93.9% | -48.3% |
| YTD | +29.1% | +60.0% | -30.9% | -3.5% |
| 1Y | +47.4% | +65.7% | -18.3% | +7.6% |
| 3Y | +191.2% | +85.2% | +106.0% | +94.3% |
| All | +71.7% | -15.1% | +86.8% | +75.6% |
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