+62.8%
VIG vs RVTY
-34.5%
+97.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.1% |
| 7D | -2.2% | -7.4% | +5.2% | -0.6% |
| 30D | -3.2% | +4.5% | -7.7% | -4.3% |
| 3M | +3.0% | +19.5% | -16.4% | -1.4% |
| 6M | +8.1% | +34.1% | -26.0% | +0.1% |
| YTD | +9.1% | +25.3% | -16.2% | +2.2% |
| 1Y | +12.6% | +47.0% | -34.4% | +1.0% |
| 3Y | +55.4% | +14.1% | +41.3% | +44.9% |
| 5Y | +62.8% | -34.6% | +97.3% | +74.0% |
| All | +62.8% | -34.5% | +97.3% | +74.0% |
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