+96.3%
VCIT vs RVTY
+756.2%
-659.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.4% |
| 7D | +0.5% | -9.0% | +9.5% | +0.7% |
| 30D | +2.1% | -1.6% | +3.7% | +2.1% |
| 3M | -1.6% | +31.2% | -32.8% | -2.4% |
| 6M | -1.6% | +63.6% | -65.2% | -3.0% |
| YTD | -1.5% | +56.3% | -57.8% | -2.9% |
| 1Y | -0.4% | +63.3% | -63.7% | -1.9% |
| 3Y | +19.6% | +72.4% | -52.9% | +17.3% |
| 5Y | +3.3% | -9.6% | +12.9% | +2.2% |
| 10Y | +28.9% | +203.7% | -174.8% | +29.0% |
| All | +96.3% | +756.2% | -659.9% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling