+80.9%
XLI vs RVTY
-34.2%
+115.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -0.6% | -5.4% | +4.8% | +0.8% |
| 30D | -6.9% | +6.7% | -13.7% | -8.6% |
| 3M | -1.9% | +19.0% | -20.9% | -6.5% |
| 6M | +1.0% | +34.6% | -33.6% | -7.2% |
| YTD | +11.3% | +28.3% | -16.9% | +3.0% |
| 1Y | +15.8% | +46.0% | -30.2% | +3.1% |
| 3Y | +69.8% | +16.9% | +52.9% | +56.8% |
| 5Y | +80.9% | -32.9% | +113.8% | +87.6% |
| All | +80.9% | -34.2% | +115.1% | +87.6% |
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