-50.2%
VG vs RVTY
+31.3%
-81.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.0% |
| 7D | -8.3% | +6.0% | -14.3% | -8.8% |
| 30D | -10.3% | +4.3% | -14.6% | -10.6% |
| 3M | -10.8% | +40.2% | -51.0% | -13.2% |
| 6M | +3.5% | +59.3% | -55.8% | -1.1% |
| YTD | +74.0% | +66.5% | +7.4% | +63.6% |
| 1Y | +48.9% | +77.5% | -28.6% | +33.9% |
| All | -50.2% | +31.3% | -81.5% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling