+178.7%
XHB vs RVTY
+560.7%
-382.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.3% | +1.1% | -2.4% | -1.9% |
| 30D | -6.9% | +13.2% | -20.1% | -12.8% |
| 3M | -1.3% | +27.2% | -28.5% | -13.4% |
| 6M | -6.8% | +32.4% | -39.2% | -20.7% |
| YTD | +0.7% | +34.9% | -34.1% | -15.8% |
| 1Y | -11.2% | +52.4% | -63.6% | -30.8% |
| 3Y | +25.3% | +12.3% | +13.0% | +9.7% |
| 5Y | +37.3% | -30.8% | +68.1% | +51.7% |
| 10Y | +211.5% | +150.7% | +60.8% | +58.9% |
| All | +178.7% | +560.7% | -382.0% | -23.8% |
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