+640.9%
XLU vs RVTY
+1,110.7%
-469.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.8% |
| 7D | +0.6% | -5.4% | +6.0% | +1.5% |
| 30D | -0.4% | +6.7% | -7.2% | -1.5% |
| 3M | -1.7% | +19.0% | -20.8% | -4.6% |
| 6M | -7.1% | +34.6% | -41.8% | -11.9% |
| YTD | +1.9% | +28.3% | -26.3% | -2.9% |
| 1Y | +6.1% | +46.0% | -39.9% | -1.2% |
| 3Y | +48.8% | +16.9% | +31.9% | +41.0% |
| 5Y | +43.8% | -32.9% | +76.7% | +47.1% |
| 10Y | +143.2% | +141.6% | +1.6% | +100.2% |
| All | +640.9% | +1,110.7% | -469.8% | +325.2% |
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