+99.1%
XYL vs RVTY
+216.9%
-117.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.9% |
| 7D | -6.0% | +4.1% | -10.1% | -7.4% |
| 30D | -8.3% | +1.3% | -9.6% | -9.3% |
| 3M | -22.6% | +33.3% | -55.9% | -31.5% |
| 6M | -15.0% | +58.3% | -73.3% | -30.0% |
| YTD | -30.2% | +62.7% | -92.9% | -43.8% |
| 1Y | -36.4% | +67.2% | -103.6% | -49.4% |
| 3Y | -0.9% | +87.3% | -88.2% | -28.2% |
| 5Y | -23.4% | -13.4% | -9.9% | -24.0% |
| All | +99.1% | +216.9% | -117.8% | -0.7% |
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