+147.9%
RVTY vs VO
+195.4%
-47.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | +0.4% | +0.6% | -0.2% | -0.2% |
| 30D | +10.8% | -1.1% | +11.9% | +12.0% |
| 3M | +26.8% | +4.5% | +22.2% | +21.5% |
| 6M | +39.3% | +11.1% | +28.3% | +26.4% |
| YTD | +31.6% | +13.5% | +18.1% | +17.3% |
| 1Y | +47.7% | +14.5% | +33.2% | +31.0% |
| 3Y | +19.9% | +58.1% | -38.2% | -19.5% |
| 5Y | -32.3% | +43.3% | -75.6% | -50.7% |
| All | +147.9% | +195.4% | -47.5% | -6.2% |
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