+2,263.1%
VGT vs RVTY
+631.6%
+1,631.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.8% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -0.3% | +10.8% | -11.2% | -4.6% |
| 3M | +3.4% | +26.8% | -23.4% | -7.0% |
| 6M | +35.0% | +39.3% | -4.3% | +15.9% |
| YTD | +28.8% | +31.6% | -2.9% | +12.4% |
| 1Y | +38.0% | +47.7% | -9.7% | +14.0% |
| 3Y | +125.8% | +19.9% | +105.9% | +94.2% |
| 5Y | +134.7% | -32.3% | +167.1% | +154.9% |
| 10Y | +792.6% | +138.4% | +654.2% | +453.1% |
| All | +2,263.1% | +631.6% | +1,631.5% | +772.5% |
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 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