+158.3%
VEA vs RVTY
+139.0%
+19.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -2.1% | -7.4% | +5.3% | +0.1% |
| 30D | -1.1% | +4.5% | -5.6% | -2.4% |
| 3M | +5.1% | +19.5% | -14.4% | -0.7% |
| 6M | +9.8% | +34.1% | -24.3% | -0.2% |
| YTD | +15.9% | +25.3% | -9.3% | +6.9% |
| 1Y | +24.6% | +47.0% | -22.4% | +9.0% |
| 3Y | +75.5% | +14.1% | +61.4% | +60.2% |
| 5Y | +59.4% | -34.6% | +94.0% | +71.9% |
| All | +158.3% | +139.0% | +19.3% | +65.4% |
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