+253.9%
XLI vs RVTY
+145.6%
+108.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.2% |
| 7D | -1.7% | -4.5% | +2.9% | -0.2% |
| 30D | -7.3% | +5.5% | -12.7% | -9.0% |
| 3M | -1.3% | +22.5% | -23.9% | -8.2% |
| 6M | +2.2% | +38.9% | -36.7% | -9.3% |
| YTD | +11.7% | +28.7% | -17.0% | +1.0% |
| 1Y | +14.3% | +45.5% | -31.2% | -1.4% |
| 3Y | +70.3% | +16.4% | +54.0% | +53.1% |
| 5Y | +82.3% | -32.7% | +115.1% | +96.9% |
| All | +253.9% | +145.6% | +108.3% | +106.8% |
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 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