+246.5%
XLF vs RVTY
+139.0%
+107.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -2.9% | -7.4% | +4.5% | -0.6% |
| 30D | -1.6% | +4.5% | -6.1% | -3.1% |
| 3M | +9.3% | +19.5% | -10.2% | +2.9% |
| 6M | +14.6% | +34.1% | -19.5% | +3.4% |
| YTD | +4.7% | +25.3% | -20.5% | -4.0% |
| 1Y | +8.6% | +47.0% | -38.4% | -6.0% |
| 3Y | +73.9% | +14.1% | +59.7% | +57.3% |
| 5Y | +65.0% | -34.6% | +99.6% | +79.0% |
| All | +246.5% | +139.0% | +107.5% | +103.2% |
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 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