+5.6%
VNQ vs RVTY
+50.6%
-45.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.4% |
| 7D | -1.3% | -4.5% | +3.3% | -0.8% |
| 30D | -2.6% | +5.5% | -8.0% | -3.2% |
| 3M | -2.0% | +22.5% | -24.5% | -4.6% |
| 6M | +4.3% | +38.9% | -34.6% | -0.5% |
| YTD | +9.2% | +28.7% | -19.5% | +4.6% |
| 1Y | +5.6% | +45.5% | -39.9% | -1.1% |
| All | +5.6% | +50.6% | -45.0% | -1.1% |
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