+91.7%
USB vs RVTY
+206.3%
-114.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +5.8% | +1.0% | +4.8% | +5.1% |
| 3M | -6.0% | +35.8% | -41.8% | -16.2% |
| 6M | +7.8% | +56.7% | -48.9% | -9.3% |
| YTD | +14.6% | +60.7% | -46.1% | -5.4% |
| 1Y | +31.8% | +73.7% | -41.9% | +5.6% |
| 3Y | +91.5% | +82.8% | +8.8% | +47.0% |
| 5Y | +22.0% | -7.0% | +29.1% | +14.9% |
| All | +91.7% | +206.3% | -114.6% | +6.4% |
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