+152.5%
VMC vs RVTY
+134.6%
+17.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -2.5% |
| 7D | -5.3% | -5.4% | +0.1% | -3.7% |
| 30D | -12.3% | +6.7% | -19.0% | -14.1% |
| 3M | -10.3% | +19.0% | -29.3% | -15.1% |
| 6M | -8.6% | +34.6% | -43.2% | -17.2% |
| YTD | -11.9% | +28.3% | -40.2% | -19.4% |
| 1Y | -13.9% | +46.0% | -60.0% | -24.7% |
| 3Y | +18.2% | +16.9% | +1.3% | +7.1% |
| 5Y | +47.7% | -32.9% | +80.7% | +58.5% |
| 10Y | +152.5% | +141.6% | +10.9% | +57.5% |
| All | +152.5% | +134.6% | +17.9% | +57.5% |
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 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