+36.5%
XLB vs RVTY
-32.1%
+68.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -1.7% | +10.8% | -12.6% | -4.7% |
| 3M | +4.4% | +26.8% | -22.4% | -3.1% |
| 6M | +5.0% | +39.3% | -34.3% | -5.8% |
| YTD | +15.5% | +31.6% | -16.1% | +4.8% |
| 1Y | +14.9% | +47.7% | -32.8% | +0.1% |
| 3Y | +34.5% | +19.9% | +14.6% | +22.0% |
| 5Y | +36.5% | -32.3% | +68.9% | +41.5% |
| All | +36.5% | -32.1% | +68.7% | +41.5% |
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 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