+217.7%
XLF vs RVTY
+211.6%
+6.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | +7.6% | +1.5% | +6.1% | +6.8% |
| 3M | +1.1% | +31.5% | -30.4% | -7.6% |
| 6M | +15.9% | +62.7% | -46.8% | -1.3% |
| YTD | +8.4% | +60.0% | -51.5% | -8.1% |
| 1Y | +12.5% | +65.7% | -53.2% | -5.9% |
| 3Y | +81.6% | +85.2% | -3.7% | +40.2% |
| 5Y | +59.3% | -14.9% | +74.1% | +58.7% |
| All | +217.7% | +211.6% | +6.1% | +74.2% |
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