+177.1%
XHB vs RVTY
+683.7%
-506.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.6% |
| 7D | -0.2% | -0.5% | +0.2% | 0.0% |
| 30D | +9.9% | +1.5% | +8.4% | +8.3% |
| 3M | -6.3% | +31.5% | -37.7% | -19.8% |
| 6M | +3.8% | +62.7% | -58.8% | -21.0% |
| YTD | +0.1% | +60.0% | -59.8% | -24.3% |
| 1Y | -0.8% | +65.7% | -66.5% | -26.5% |
| 3Y | +35.6% | +85.2% | -49.6% | -8.9% |
| 5Y | +29.6% | -14.9% | +44.4% | +27.0% |
| 10Y | +237.5% | +211.9% | +25.6% | +51.6% |
| All | +177.1% | +683.7% | -506.6% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling