+37.3%
XHB vs RVTY
-32.1%
+69.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.4% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -9.1% | +10.8% | -19.9% | -13.2% |
| 3M | -2.3% | +26.8% | -29.1% | -12.4% |
| 6M | -4.1% | +39.3% | -43.4% | -18.2% |
| YTD | -1.7% | +31.6% | -33.3% | -14.6% |
| 1Y | -15.1% | +47.7% | -62.8% | -30.3% |
| 3Y | +26.8% | +19.9% | +6.9% | +10.5% |
| 5Y | +37.3% | -32.3% | +69.7% | +49.2% |
| All | +37.3% | -32.1% | +69.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling