+103.4%
VCLT vs RVTY
+638.9%
-535.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | -0.9% | +13.2% | -14.1% | -1.5% |
| 3M | -3.2% | +27.2% | -30.5% | -4.4% |
| 6M | -3.8% | +32.4% | -36.2% | -5.3% |
| YTD | -2.0% | +34.9% | -36.9% | -3.7% |
| 1Y | -0.8% | +52.4% | -53.2% | -3.1% |
| 3Y | +12.3% | +12.3% | 0.0% | +10.5% |
| 5Y | -15.4% | -30.8% | +15.4% | -16.4% |
| 10Y | +15.7% | +150.7% | -134.9% | +18.9% |
| All | +103.4% | +638.9% | -535.5% | +131.5% |
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