+137.2%
XLP vs RVTY
+219.4%
-82.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +8.3% | +1.7% | +6.6% | +7.8% |
| 3M | +8.7% | +36.8% | -28.1% | +2.8% |
| 6M | +11.2% | +60.1% | -48.9% | +2.0% |
| YTD | +20.0% | +64.0% | -44.0% | +8.8% |
| 1Y | +21.3% | +68.2% | -46.9% | +9.4% |
| 3Y | +43.8% | +88.8% | -44.9% | +23.7% |
| 5Y | +43.3% | -10.5% | +53.9% | +42.0% |
| All | +137.2% | +219.4% | -82.2% | +68.8% |
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