+789.2%
VGT vs RVTY
+139.0%
+650.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -1.0% | -7.4% | +6.4% | +2.2% |
| 30D | -0.4% | +4.5% | -5.0% | -2.5% |
| 3M | +6.6% | +19.5% | -12.9% | -2.1% |
| 6M | +31.0% | +34.1% | -3.1% | +13.4% |
| YTD | +27.2% | +25.3% | +2.0% | +12.6% |
| 1Y | +34.5% | +47.0% | -12.5% | +9.8% |
| 3Y | +123.1% | +14.1% | +109.0% | +93.6% |
| 5Y | +135.1% | -34.6% | +169.7% | +168.4% |
| All | +789.2% | +139.0% | +650.3% | +398.3% |
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