+593.7%
XYZ vs RVTY
+149.2%
+444.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.7% |
| 30D | -1.7% | +13.2% | -14.9% | -10.8% |
| 3M | +16.7% | +27.2% | -10.5% | -4.7% |
| 6M | +26.9% | +32.4% | -5.5% | -1.2% |
| YTD | +27.1% | +34.9% | -7.7% | -3.0% |
| 1Y | +9.3% | +52.4% | -43.1% | -25.8% |
| 3Y | +42.3% | +12.3% | +30.0% | +14.7% |
| 5Y | -69.3% | -30.8% | -38.5% | -60.4% |
| All | +593.7% | +149.2% | +444.5% | +221.1% |
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