+3,227.9%
VMC vs RVTY
+2,416.7%
+811.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -4.3% | +1.1% | -5.4% | -4.6% |
| 30D | -8.2% | +13.2% | -21.5% | -11.0% |
| 3M | -7.0% | +27.2% | -34.3% | -12.4% |
| 6M | -10.8% | +32.4% | -43.2% | -17.0% |
| YTD | -7.4% | +34.9% | -42.3% | -14.5% |
| 1Y | -9.5% | +52.4% | -61.9% | -19.1% |
| 3Y | +20.5% | +12.3% | +8.2% | +13.0% |
| 5Y | +51.6% | -30.8% | +82.4% | +57.4% |
| 10Y | +150.0% | +150.7% | -0.6% | +88.9% |
| All | +3,227.9% | +2,416.7% | +811.2% | +1,500.7% |
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