+1,917.9%
VRT vs RVTY
+101.2%
+1,816.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.6% | +6.0% | +8.1% |
| 7D | -10.6% | +6.0% | -16.6% | -12.3% |
| 30D | -17.4% | +4.3% | -21.7% | -18.3% |
| 3M | -26.4% | +40.2% | -66.6% | -36.0% |
| 6M | -41.0% | +59.3% | -100.3% | -52.0% |
| YTD | +23.8% | +66.5% | -42.7% | -2.6% |
| 1Y | +11.6% | +77.5% | -65.9% | -14.9% |
| 3Y | +403.5% | +92.5% | +311.0% | +246.1% |
| 5Y | +647.0% | -6.8% | +653.9% | +642.6% |
| All | +1,917.9% | +101.2% | +1,816.7% | +1,270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling