+135.2%
VGT vs RVTY
-34.2%
+169.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.7% |
| 7D | +1.5% | -5.4% | +6.9% | +3.4% |
| 30D | +0.5% | +6.7% | -6.2% | -1.8% |
| 3M | +5.3% | +19.0% | -13.8% | -1.5% |
| 6M | +32.4% | +34.6% | -2.2% | +17.8% |
| YTD | +28.6% | +28.3% | +0.3% | +15.7% |
| 1Y | +37.6% | +46.0% | -8.4% | +17.3% |
| 3Y | +125.5% | +16.9% | +108.6% | +100.9% |
| 5Y | +135.2% | -32.9% | +168.1% | +169.8% |
| All | +135.2% | -34.2% | +169.4% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling