-16.1%
Z vs RVTY
+206.3%
-222.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -4.1% |
| 7D | -4.6% | -1.2% | -3.4% | -4.5% |
| 30D | +8.3% | +1.0% | +7.3% | +6.7% |
| 3M | -11.6% | +35.8% | -47.4% | -28.5% |
| 6M | -33.6% | +56.7% | -90.3% | -51.9% |
| YTD | -56.7% | +60.7% | -117.4% | -69.5% |
| 1Y | -59.1% | +73.7% | -132.8% | -72.7% |
| 3Y | -20.4% | +82.8% | -103.1% | -51.4% |
| 5Y | -55.3% | -7.0% | -48.2% | -57.2% |
| All | -16.1% | +206.3% | -222.4% | -64.8% |
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