+64.4%
XLF vs RVTY
-34.2%
+98.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -1.0% | -5.4% | +4.4% | +0.2% |
| 30D | -1.3% | +6.7% | -8.0% | -2.9% |
| 3M | +9.1% | +19.0% | -9.9% | +4.5% |
| 6M | +14.4% | +34.6% | -20.3% | +5.7% |
| YTD | +5.1% | +28.3% | -23.2% | -2.1% |
| 1Y | +8.6% | +46.0% | -37.4% | -2.4% |
| 3Y | +74.4% | +16.9% | +57.6% | +61.5% |
| 5Y | +64.4% | -32.9% | +97.3% | +68.2% |
| All | +64.4% | -34.2% | +98.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling