+7.2%
VNQ vs RVTY
-34.5%
+41.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.2% |
| 7D | -2.6% | -7.4% | +4.8% | -0.6% |
| 30D | -2.3% | +4.5% | -6.8% | -3.7% |
| 3M | -2.8% | +19.5% | -22.3% | -7.9% |
| 6M | +2.5% | +34.1% | -31.6% | -6.7% |
| YTD | +8.4% | +25.3% | -16.8% | +0.1% |
| 1Y | +6.8% | +47.0% | -40.2% | -6.8% |
| 3Y | +29.9% | +14.1% | +15.8% | +19.0% |
| 5Y | +7.2% | -34.6% | +41.8% | +14.3% |
| All | +7.2% | -34.5% | +41.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling