+169.4%
XLV vs RVTY
+145.6%
+23.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | -3.6% | -4.5% | +1.0% | -2.2% |
| 30D | -1.8% | +5.5% | -7.3% | -3.6% |
| 3M | +7.8% | +22.5% | -14.7% | +0.6% |
| 6M | +9.1% | +38.9% | -29.8% | -2.8% |
| YTD | +7.7% | +28.7% | -21.0% | -2.3% |
| 1Y | +20.4% | +45.5% | -25.1% | +4.4% |
| 3Y | +30.8% | +16.4% | +14.4% | +17.8% |
| 5Y | +34.6% | -32.7% | +67.4% | +45.8% |
| All | +169.4% | +145.6% | +23.7% | +57.9% |
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