+1,117.4%
XLI vs RVTY
+1,173.0%
-55.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | -5.9% | +13.2% | -19.2% | -9.4% |
| 3M | -0.3% | +27.2% | -27.5% | -7.4% |
| 6M | +0.1% | +32.4% | -32.3% | -8.6% |
| YTD | +13.6% | +34.9% | -21.3% | +2.7% |
| 1Y | +17.2% | +52.4% | -35.2% | +1.9% |
| 3Y | +68.2% | +12.3% | +55.9% | +55.3% |
| 5Y | +80.7% | -30.8% | +111.5% | +88.1% |
| 10Y | +253.3% | +150.7% | +102.6% | +148.1% |
| All | +1,117.4% | +1,173.0% | -55.6% | +389.5% |
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