+204.0%
XHB vs RVTY
+139.0%
+65.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.3% |
| 7D | -5.2% | -7.4% | +2.2% | -1.8% |
| 30D | -12.1% | +4.5% | -16.6% | -14.1% |
| 3M | -6.2% | +19.5% | -25.7% | -14.3% |
| 6M | -6.7% | +34.1% | -40.8% | -19.9% |
| YTD | -5.5% | +25.3% | -30.7% | -16.8% |
| 1Y | -15.6% | +47.0% | -62.6% | -31.6% |
| 3Y | +22.0% | +14.1% | +7.9% | +7.3% |
| 5Y | +31.8% | -34.6% | +66.4% | +50.0% |
| All | +204.0% | +139.0% | +65.0% | +68.7% |
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