+44.9%
RVTY vs VLTO
+56.4%
-11.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -0.5% | +1.0% | -1.5% | -0.9% |
| 30D | +1.5% | +17.5% | -15.9% | -6.7% |
| 3M | +31.5% | +21.4% | +10.1% | +18.6% |
| 6M | +62.7% | +38.1% | +24.5% | +36.0% |
| YTD | +60.0% | +19.0% | +40.9% | +45.3% |
| 1Y | +65.7% | +20.7% | +45.1% | +49.2% |
| 3Y | +85.2% | +64.3% | +20.9% | +52.3% |
| All | +44.9% | +56.4% | -11.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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