+243.6%
W vs RVTY
+217.6%
+26.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +1.4% |
| 7D | +3.3% | +6.0% | -2.7% | -2.8% |
| 30D | +10.5% | +4.3% | +6.2% | +5.5% |
| 3M | +9.6% | +40.2% | -30.6% | -21.7% |
| 6M | +76.4% | +59.3% | +17.1% | +9.0% |
| YTD | +16.4% | +66.5% | -50.1% | -33.6% |
| 1Y | +9.3% | +77.5% | -68.1% | -41.9% |
| 3Y | +172.8% | +92.5% | +80.3% | +32.8% |
| 5Y | -53.4% | -6.8% | -46.6% | -51.7% |
| 10Y | +243.6% | +225.4% | +18.3% | +22.0% |
| All | +243.6% | +217.6% | +26.0% | +22.0% |
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