+92.7%
USB vs RVTY
+197.9%
-105.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -0.3% |
| 7D | -1.5% | -9.0% | +7.6% | +1.4% |
| 30D | +4.3% | -1.6% | +5.9% | +4.5% |
| 3M | -6.1% | +31.2% | -37.3% | -15.3% |
| 6M | +9.4% | +63.6% | -54.2% | -9.4% |
| YTD | +15.2% | +56.3% | -41.1% | -4.0% |
| 1Y | +32.8% | +63.3% | -30.6% | +8.6% |
| 3Y | +91.3% | +72.4% | +18.9% | +49.8% |
| 5Y | +22.7% | -9.6% | +32.2% | +16.6% |
| All | +92.7% | +197.9% | -105.2% | +8.0% |
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