-18.3%
Z vs RVTY
+221.3%
-239.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.9% |
| 7D | -6.5% | -2.7% | -3.8% | -4.9% |
| 30D | -0.1% | +3.2% | -3.3% | -2.8% |
| 3M | -14.1% | +37.2% | -51.3% | -30.9% |
| 6M | -30.1% | +57.7% | -87.7% | -49.4% |
| YTD | -57.5% | +64.8% | -122.4% | -70.6% |
| 1Y | -60.3% | +72.8% | -133.2% | -73.4% |
| 3Y | -21.0% | +89.8% | -110.8% | -53.0% |
| 5Y | -54.9% | -8.4% | -46.5% | -56.2% |
| All | -18.3% | +221.3% | -239.5% | -68.0% |
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