+141.5%
W vs RVTY
+140.1%
+1.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +2.8% |
| 7D | +6.5% | +0.4% | +6.1% | +5.9% |
| 30D | -6.2% | +10.8% | -17.1% | -15.2% |
| 3M | +48.9% | +26.8% | +22.1% | +16.4% |
| 6M | +31.2% | +39.3% | -8.1% | -8.8% |
| YTD | -0.4% | +31.6% | -32.1% | -28.1% |
| 1Y | +14.8% | +47.7% | -32.9% | -27.6% |
| 3Y | +40.5% | +19.9% | +20.6% | +7.7% |
| 5Y | -62.1% | -32.3% | -29.8% | -46.3% |
| 10Y | +141.5% | +138.4% | +3.1% | +1.1% |
| All | +141.5% | +140.1% | +1.5% | +1.1% |
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