+147.5%
XEL vs RVTY
+139.0%
+8.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -1.2% | -7.4% | +6.2% | -0.1% |
| 30D | -2.9% | +4.5% | -7.4% | -3.6% |
| 3M | -2.7% | +19.5% | -22.2% | -5.5% |
| 6M | -6.5% | +34.1% | -40.6% | -11.2% |
| YTD | +3.6% | +25.3% | -21.6% | -0.9% |
| 1Y | +7.5% | +47.0% | -39.5% | -0.2% |
| 3Y | +46.3% | +14.1% | +32.2% | +38.9% |
| 5Y | +30.5% | -34.6% | +65.1% | +35.2% |
| All | +147.5% | +139.0% | +8.5% | +105.0% |
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