+69.9%
XLI vs RVTY
-15.1%
+85.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +3.8% | -0.5% | +4.2% | +3.9% |
| 30D | +1.0% | +1.5% | -0.5% | +0.5% |
| 3M | -8.9% | +31.5% | -40.4% | -15.3% |
| 6M | -2.3% | +62.7% | -65.0% | -14.3% |
| YTD | +9.7% | +60.0% | -50.3% | -4.2% |
| 1Y | +12.3% | +65.7% | -53.4% | -3.0% |
| 3Y | +71.5% | +85.2% | -13.7% | +40.5% |
| All | +69.9% | -15.1% | +85.0% | +65.3% |
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