+34.1%
XLP vs RVTY
-30.5%
+64.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -0.9% | +13.2% | -14.1% | -2.4% |
| 3M | +3.8% | +27.2% | -23.4% | +0.5% |
| 6M | -1.7% | +32.4% | -34.1% | -5.6% |
| YTD | +10.3% | +34.9% | -24.6% | +5.3% |
| 1Y | +7.8% | +52.4% | -44.6% | +0.9% |
| 3Y | +27.2% | +12.3% | +14.9% | +23.1% |
| All | +34.1% | -30.5% | +64.6% | +39.5% |
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 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