-14.3%
VMC vs RVTY
+43.1%
-57.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | -3.7% | -7.4% | +3.7% | -1.8% |
| 30D | -12.8% | +4.5% | -17.3% | -13.7% |
| 3M | -7.9% | +19.5% | -27.4% | -12.1% |
| 6M | -7.5% | +34.1% | -41.6% | -14.7% |
| YTD | -11.6% | +25.3% | -36.9% | -18.0% |
| 1Y | -14.3% | +47.0% | -61.2% | -23.5% |
| All | -14.3% | +43.1% | -57.3% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling