+3,510.0%
VMC vs RVTY
+2,959.8%
+550.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | +16.2% | +1.7% | +14.5% | +15.5% |
| 3M | -0.8% | +36.8% | -37.6% | -8.5% |
| 6M | +1.2% | +60.1% | -58.9% | -10.3% |
| YTD | +0.5% | +64.0% | -63.5% | -12.0% |
| 1Y | -2.9% | +68.2% | -71.1% | -15.5% |
| 3Y | +37.3% | +88.8% | -51.4% | +13.9% |
| 5Y | +48.8% | -10.5% | +59.3% | +44.6% |
| 10Y | +131.4% | +219.7% | -88.3% | +64.3% |
| All | +3,510.0% | +2,959.8% | +550.3% | +1,548.6% |
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 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