+136.0%
XLC vs RVTY
+105.7%
+30.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.6% |
| 7D | +3.7% | -0.5% | +4.2% | +3.9% |
| 30D | -1.9% | +1.5% | -3.5% | -2.7% |
| 3M | -3.1% | +31.5% | -34.6% | -11.6% |
| 6M | -6.4% | +62.7% | -69.0% | -20.7% |
| YTD | -6.8% | +60.0% | -66.8% | -21.7% |
| 1Y | -1.7% | +65.7% | -67.4% | -18.5% |
| 3Y | +64.7% | +85.2% | -20.5% | +24.8% |
| 5Y | +41.1% | -14.9% | +56.0% | +42.4% |
| All | +136.0% | +105.7% | +30.3% | +47.0% |
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