+42.6%
XLP vs RVTY
-7.6%
+50.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.3% | -2.7% | +5.0% | +2.6% |
| 30D | +9.1% | +3.2% | +5.9% | +8.6% |
| 3M | +7.9% | +37.2% | -29.3% | +3.6% |
| 6M | +9.6% | +57.7% | -48.1% | +3.2% |
| YTD | +19.4% | +64.8% | -45.4% | +11.2% |
| 1Y | +22.4% | +72.8% | -50.5% | +13.0% |
| 3Y | +43.2% | +89.8% | -46.6% | +27.8% |
| 5Y | +42.6% | -8.4% | +51.0% | +43.7% |
| All | +42.6% | -7.6% | +50.2% | +43.7% |
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