+149.2%
RVTY vs VT
+224.5%
-75.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.6% |
| 30D | +13.2% | +1.0% | +12.2% | +12.1% |
| 3M | +27.2% | +2.4% | +24.9% | +23.9% |
| 6M | +32.4% | +12.0% | +20.4% | +17.9% |
| YTD | +34.9% | +15.3% | +19.5% | +16.7% |
| 1Y | +52.4% | +22.6% | +29.8% | +24.2% |
| 3Y | +12.3% | +74.7% | -62.4% | -35.2% |
| 5Y | -30.8% | +66.1% | -97.0% | -58.2% |
| All | +149.2% | +224.5% | -75.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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