+134.0%
XLC vs RVTY
+112.0%
+22.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +6.2% | -2.7% | +8.9% | +7.0% |
| 30D | -2.4% | +3.2% | -5.6% | -3.6% |
| 3M | -3.3% | +37.2% | -40.5% | -13.0% |
| 6M | -7.3% | +57.7% | -65.0% | -20.7% |
| YTD | -7.6% | +64.8% | -72.5% | -23.0% |
| 1Y | -3.7% | +72.8% | -76.5% | -21.2% |
| 3Y | +62.9% | +89.8% | -26.9% | +22.7% |
| 5Y | +41.6% | -8.4% | +50.1% | +39.2% |
| All | +134.0% | +112.0% | +22.0% | +44.4% |
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