+145.6%
XLK vs RVTY
-34.5%
+180.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -0.4% | -7.4% | +7.0% | +2.1% |
| 30D | -0.5% | +4.5% | -5.0% | -2.0% |
| 3M | +5.0% | +19.5% | -14.5% | -1.7% |
| 6M | +32.9% | +34.1% | -1.3% | +18.9% |
| YTD | +29.0% | +25.3% | +3.7% | +17.5% |
| 1Y | +37.8% | +47.0% | -9.2% | +17.9% |
| 3Y | +118.7% | +14.1% | +104.5% | +97.4% |
| 5Y | +145.6% | -34.6% | +180.1% | +182.8% |
| All | +145.6% | -34.5% | +180.1% | +182.8% |
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 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