+938.9%
VLO vs RVTY
+134.6%
+804.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.2% |
| 7D | +6.2% | -5.4% | +11.7% | +7.7% |
| 30D | +23.5% | +6.7% | +16.7% | +21.3% |
| 3M | +53.9% | +19.0% | +34.8% | +46.4% |
| 6M | +81.7% | +34.6% | +47.0% | +65.4% |
| YTD | +142.5% | +28.3% | +114.2% | +122.7% |
| 1Y | +145.4% | +46.0% | +99.4% | +115.6% |
| 3Y | +197.3% | +16.9% | +180.5% | +171.5% |
| 5Y | +614.6% | -32.9% | +647.5% | +655.4% |
| 10Y | +938.9% | +141.6% | +797.2% | +424.6% |
| All | +938.9% | +134.6% | +804.3% | +424.6% |
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