+139.9%
XLC vs RVTY
+64.9%
+74.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.2% |
| 7D | -1.4% | -5.4% | +4.0% | +0.3% |
| 30D | -0.9% | +6.7% | -7.6% | -3.0% |
| 3M | -0.3% | +19.0% | -19.3% | -6.2% |
| 6M | -5.2% | +34.6% | -39.8% | -14.9% |
| YTD | -5.3% | +28.3% | -33.6% | -14.2% |
| 1Y | -2.8% | +46.0% | -48.9% | -16.3% |
| 3Y | +71.2% | +16.9% | +54.3% | +52.5% |
| 5Y | +37.6% | -32.9% | +70.5% | +50.5% |
| All | +139.9% | +64.9% | +74.9% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling