+31.5%
VCIT vs RVTY
+219.6%
-188.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.5% | -0.7% | +0.3% | -0.5% |
| 30D | +1.5% | +1.7% | -0.3% | +1.3% |
| 3M | -1.0% | +36.8% | -37.8% | -2.5% |
| 6M | -1.7% | +60.1% | -61.8% | -4.1% |
| YTD | -1.4% | +64.0% | -65.3% | -4.0% |
| 1Y | -0.9% | +68.2% | -69.1% | -3.8% |
| 3Y | +19.8% | +88.8% | -69.0% | +15.0% |
| 5Y | +4.6% | -10.5% | +15.1% | +3.1% |
| 10Y | +31.5% | +219.7% | -188.2% | +26.4% |
| All | +31.5% | +219.6% | -188.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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