-9.6%
RVTY vs VT
+53.2%
-62.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -0.7% |
| 7D | -9.0% | -4.2% | -4.8% | -4.4% |
| 30D | -1.6% | -5.8% | +4.2% | +5.4% |
| 3M | +31.2% | -5.2% | +36.4% | +39.5% |
| 6M | +63.6% | +0.1% | +63.5% | +62.6% |
| YTD | +56.3% | +8.2% | +48.0% | +42.4% |
| 1Y | +63.3% | +10.1% | +53.2% | +46.0% |
| 3Y | +72.4% | +69.7% | +2.8% | -4.3% |
| 5Y | -9.6% | +53.4% | -63.0% | -49.0% |
| All | -9.6% | +53.2% | -62.8% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling