+144.4%
XYL vs RVTY
+144.7%
-0.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.1% |
| 7D | +0.8% | -5.4% | +6.3% | +2.9% |
| 30D | -10.8% | +6.7% | -17.6% | -13.2% |
| 3M | -2.5% | +19.0% | -21.6% | -9.4% |
| 6M | -12.2% | +34.6% | -46.8% | -22.8% |
| YTD | -20.1% | +28.3% | -48.3% | -28.8% |
| 1Y | -20.6% | +46.0% | -66.7% | -33.3% |
| 3Y | +17.3% | +16.9% | +0.5% | +3.3% |
| 5Y | -14.5% | -32.9% | +18.4% | -5.5% |
| All | +144.4% | +144.7% | -0.4% | +35.9% |
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