-53.8%
Z vs RVTY
-6.1%
-47.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +1.9% |
| 7D | -5.2% | +6.0% | -11.2% | -8.3% |
| 30D | +5.7% | +4.3% | +1.4% | +2.8% |
| 3M | -8.7% | +40.2% | -49.0% | -25.4% |
| 6M | -26.0% | +59.3% | -85.3% | -44.5% |
| YTD | -55.0% | +66.5% | -121.6% | -67.5% |
| 1Y | -58.0% | +77.5% | -135.5% | -70.9% |
| 3Y | -15.2% | +92.5% | -107.7% | -47.1% |
| 5Y | -53.8% | -6.8% | -47.0% | -54.8% |
| All | -53.8% | -6.1% | -47.7% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling