+28.4%
XLY vs RVTY
-33.1%
+61.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -1.7% | -4.5% | +2.8% | -0.2% |
| 30D | -4.2% | +5.5% | -9.6% | -6.0% |
| 3M | -2.7% | +22.5% | -25.2% | -9.7% |
| 6M | -0.6% | +38.9% | -39.5% | -12.2% |
| YTD | -5.0% | +28.7% | -33.8% | -14.4% |
| 1Y | -4.1% | +45.5% | -49.6% | -17.7% |
| 3Y | +33.6% | +16.4% | +17.2% | +20.2% |
| All | +28.4% | -33.1% | +61.5% | +40.3% |
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