+415.1%
XLF vs RVTY
+1,142.3%
-727.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -0.5% | +10.8% | -11.4% | -3.8% |
| 3M | +10.6% | +26.8% | -16.1% | +2.2% |
| 6M | +14.3% | +39.3% | -25.0% | +1.8% |
| YTD | +5.5% | +31.6% | -26.1% | -4.8% |
| 1Y | +9.6% | +47.7% | -38.1% | -5.1% |
| 3Y | +75.2% | +19.9% | +55.2% | +56.3% |
| 5Y | +65.5% | -32.3% | +97.9% | +73.4% |
| 10Y | +246.4% | +138.4% | +108.0% | +134.6% |
| All | +415.1% | +1,142.3% | -727.2% | +87.8% |
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