+133.2%
XRT vs RVTY
+211.6%
-78.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | +7.5% | +1.5% | +6.0% | +6.4% |
| 3M | +2.2% | +31.5% | -29.3% | -9.1% |
| 6M | +14.7% | +62.7% | -48.0% | -6.8% |
| YTD | +7.5% | +60.0% | -52.5% | -13.1% |
| 1Y | +14.1% | +65.7% | -51.6% | -9.2% |
| 3Y | +58.8% | +85.2% | -26.4% | +17.1% |
| 5Y | -3.9% | -14.9% | +11.0% | -5.2% |
| All | +133.2% | +211.6% | -78.4% | +22.0% |
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