+896.5%
XLV vs RVTY
+1,110.7%
-214.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | -3.7% | -5.4% | +1.7% | -2.4% |
| 30D | -1.1% | +6.7% | -7.9% | -2.7% |
| 3M | +8.2% | +19.0% | -10.8% | +3.6% |
| 6M | +8.9% | +34.6% | -25.7% | +0.7% |
| YTD | +8.5% | +28.3% | -19.7% | +1.1% |
| 1Y | +22.3% | +46.0% | -23.7% | +10.2% |
| 3Y | +32.6% | +16.9% | +15.8% | +23.2% |
| 5Y | +34.4% | -32.9% | +67.3% | +40.1% |
| 10Y | +175.4% | +141.6% | +33.8% | +111.7% |
| All | +896.5% | +1,110.7% | -214.2% | +373.2% |
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