+634.6%
XYZ vs RVTY
+212.9%
+421.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.6% |
| 7D | +12.6% | -2.7% | +15.3% | +14.6% |
| 30D | +10.8% | +3.2% | +7.6% | +6.9% |
| 3M | +8.4% | +37.2% | -28.8% | -17.1% |
| 6M | +14.3% | +57.7% | -43.4% | -23.0% |
| YTD | +31.5% | +64.8% | -33.4% | -16.1% |
| 1Y | +28.1% | +72.8% | -44.7% | -22.0% |
| 3Y | +66.2% | +89.8% | -23.6% | -16.4% |
| 5Y | -62.3% | -8.4% | -53.9% | -62.0% |
| 10Y | +634.6% | +219.5% | +415.1% | +184.5% |
| All | +634.6% | +212.9% | +421.7% | +184.5% |
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