+179.9%
XHB vs RVTY
+703.3%
-523.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | +9.6% | +1.7% | +7.9% | +7.9% |
| 3M | -6.0% | +36.8% | -42.8% | -21.2% |
| 6M | +2.2% | +60.1% | -57.9% | -21.6% |
| YTD | +1.1% | +64.0% | -62.8% | -24.5% |
| 1Y | -1.7% | +68.2% | -69.9% | -27.7% |
| 3Y | +36.5% | +88.8% | -52.3% | -9.2% |
| 5Y | +33.5% | -10.5% | +44.0% | +27.5% |
| 10Y | +240.9% | +219.7% | +21.2% | +51.3% |
| All | +179.9% | +703.3% | -523.4% | -31.7% |
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 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