+382.8%
VNQ vs RVTY
+741.1%
-358.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.1% |
| 7D | -2.6% | -7.4% | +4.8% | +0.3% |
| 30D | -2.3% | +4.5% | -6.8% | -4.2% |
| 3M | -2.8% | +19.5% | -22.3% | -10.1% |
| 6M | +2.5% | +34.1% | -31.6% | -10.4% |
| YTD | +8.4% | +25.3% | -16.8% | -3.3% |
| 1Y | +6.8% | +47.0% | -40.2% | -11.5% |
| 3Y | +29.9% | +14.1% | +15.8% | +14.4% |
| 5Y | +7.2% | -34.6% | +41.8% | +16.1% |
| 10Y | +62.5% | +136.0% | -73.4% | -9.3% |
| All | +382.8% | +741.1% | -358.3% | +40.4% |
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