+142.5%
XLC vs RVTY
+73.4%
+69.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | +1.1% | -2.0% | -1.2% |
| 30D | +1.0% | +13.2% | -12.2% | -2.9% |
| 3M | -0.7% | +27.2% | -27.9% | -8.5% |
| 6M | -5.1% | +32.4% | -37.5% | -14.4% |
| YTD | -4.3% | +34.9% | -39.1% | -14.6% |
| 1Y | -0.6% | +52.4% | -52.9% | -15.5% |
| 3Y | +72.7% | +12.3% | +60.4% | +57.3% |
| 5Y | +38.0% | -30.8% | +68.8% | +49.9% |
| All | +142.5% | +73.4% | +69.1% | +60.2% |
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