+728.4%
VGT vs RVTY
+211.6%
+516.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | +2.5% | -0.5% | +2.9% | +2.7% |
| 30D | -9.5% | +1.5% | -11.0% | -10.1% |
| 3M | -9.5% | +31.5% | -41.0% | -20.0% |
| 6M | -1.8% | +62.7% | -64.4% | -21.5% |
| YTD | +18.4% | +60.0% | -41.6% | -6.0% |
| 1Y | +18.7% | +65.7% | -47.0% | -7.6% |
| 3Y | +103.8% | +85.2% | +18.6% | +41.7% |
| 5Y | +104.4% | -14.9% | +119.2% | +107.8% |
| All | +728.4% | +211.6% | +516.8% | +310.8% |
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