+98.0%
VCIT vs RVTY
+638.9%
-540.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -0.8% | +13.2% | -14.0% | -1.1% |
| 3M | -1.0% | +27.2% | -28.3% | -1.7% |
| 6M | -1.8% | +32.4% | -34.2% | -2.7% |
| YTD | -0.7% | +34.9% | -35.6% | -1.7% |
| 1Y | +1.0% | +52.4% | -51.4% | -0.4% |
| 3Y | +18.8% | +12.3% | +6.6% | +17.8% |
| 5Y | +3.5% | -30.8% | +34.3% | +2.9% |
| 10Y | +29.2% | +150.7% | -121.5% | +29.8% |
| All | +98.0% | +638.9% | -540.9% | +106.4% |
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 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