+60.9%
VEA vs RVTY
-34.2%
+95.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.3% |
| 7D | +0.3% | -5.4% | +5.7% | +1.6% |
| 30D | +0.4% | +6.7% | -6.3% | -1.2% |
| 3M | +4.8% | +19.0% | -14.2% | +0.1% |
| 6M | +11.3% | +34.6% | -23.4% | +2.7% |
| YTD | +17.4% | +28.3% | -10.9% | +9.1% |
| 1Y | +26.2% | +46.0% | -19.8% | +13.1% |
| 3Y | +77.7% | +16.9% | +60.9% | +64.2% |
| 5Y | +60.9% | -32.9% | +93.8% | +68.9% |
| All | +60.9% | -34.2% | +95.1% | +68.9% |
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