+158.3%
VEA vs RVTY
+545.1%
-386.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | +2.3% | -0.5% | +2.7% | +2.4% |
| 30D | +0.2% | +1.5% | -1.3% | -0.7% |
| 3M | -5.3% | +31.5% | -36.8% | -15.6% |
| 6M | -0.9% | +62.7% | -63.6% | -19.3% |
| YTD | +12.2% | +60.0% | -47.8% | -9.2% |
| 1Y | +16.1% | +65.7% | -49.6% | -7.6% |
| 3Y | +73.0% | +85.2% | -12.2% | +25.3% |
| 5Y | +53.7% | -14.9% | +68.6% | +49.0% |
| 10Y | +159.3% | +211.9% | -52.6% | +27.0% |
| All | +158.3% | +545.1% | -386.8% | -21.7% |
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