+35.5%
XLV vs RVTY
-33.1%
+68.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -3.6% | -4.5% | +1.0% | -2.5% |
| 30D | -1.8% | +5.5% | -7.3% | -3.2% |
| 3M | +7.8% | +22.5% | -14.7% | +2.2% |
| 6M | +9.1% | +38.9% | -29.8% | -0.3% |
| YTD | +7.7% | +28.7% | -21.0% | -0.1% |
| 1Y | +20.4% | +45.5% | -25.1% | +7.8% |
| 3Y | +30.8% | +16.4% | +14.4% | +21.2% |
| All | +35.5% | -33.1% | +68.6% | +44.9% |
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 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