-17.0%
VCLT vs RVTY
-34.5%
+17.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.9% |
| 7D | -1.3% | -7.4% | +6.1% | -0.4% |
| 30D | -1.1% | +4.5% | -5.6% | -1.7% |
| 3M | -3.7% | +19.5% | -23.2% | -5.9% |
| 6M | -4.0% | +34.1% | -38.1% | -7.8% |
| YTD | -3.4% | +25.3% | -28.6% | -6.6% |
| 1Y | -4.1% | +47.0% | -51.1% | -9.4% |
| 3Y | +11.0% | +14.1% | -3.1% | +6.5% |
| 5Y | -17.0% | -34.6% | +17.6% | -15.3% |
| All | -17.0% | -34.5% | +17.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling