+103.2%
XYL vs RVTY
+219.6%
-116.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -5.9% | -0.7% | -5.1% | -5.7% |
| 30D | -7.3% | +1.7% | -9.0% | -8.5% |
| 3M | -22.5% | +36.8% | -59.3% | -32.1% |
| 6M | -14.4% | +60.1% | -74.5% | -29.8% |
| YTD | -29.4% | +64.0% | -93.3% | -43.3% |
| 1Y | -35.6% | +68.2% | -103.8% | -48.9% |
| 3Y | +0.3% | +88.8% | -88.5% | -27.5% |
| 5Y | -22.3% | -10.5% | -11.8% | -24.1% |
| 10Y | +103.2% | +219.7% | -116.5% | +2.8% |
| All | +103.2% | +219.6% | -116.3% | +2.8% |
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