+172.8%
VEU vs RVTY
+653.5%
-480.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | -0.9% | +1.5% | -2.5% | -1.9% |
| 3M | -5.4% | +31.5% | -36.8% | -15.8% |
| 6M | -1.8% | +62.7% | -64.5% | -20.3% |
| YTD | +10.9% | +60.0% | -49.0% | -10.6% |
| 1Y | +13.6% | +65.7% | -52.1% | -10.0% |
| 3Y | +69.3% | +85.2% | -16.0% | +21.6% |
| 5Y | +48.1% | -14.9% | +63.0% | +43.2% |
| 10Y | +148.0% | +211.9% | -63.9% | +18.5% |
| All | +172.8% | +653.5% | -480.7% | -28.6% |
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