+225.4%
RVTY vs VO
+206.8%
+18.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +1.0% |
| 7D | +6.0% | -0.1% | +6.2% | +6.2% |
| 30D | +4.3% | +0.5% | +3.8% | +3.9% |
| 3M | +40.2% | -1.0% | +41.3% | +41.6% |
| 6M | +59.3% | +6.4% | +52.9% | +50.1% |
| YTD | +66.5% | +13.6% | +52.9% | +48.4% |
| 1Y | +77.5% | +14.5% | +63.0% | +57.2% |
| 3Y | +92.5% | +67.2% | +25.3% | +23.1% |
| 5Y | -6.8% | +36.1% | -42.9% | -29.1% |
| 10Y | +225.4% | +199.3% | +26.1% | +30.6% |
| All | +225.4% | +206.8% | +18.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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