+8.6%
VRT vs RVTY
+71.7%
-63.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -17.7% | -2.7% | -15.0% | -16.9% |
| 30D | -20.0% | +3.2% | -23.2% | -20.0% |
| 3M | -28.1% | +37.2% | -65.3% | -31.1% |
| 6M | -42.8% | +57.7% | -100.5% | -46.6% |
| YTD | +20.0% | +64.8% | -44.9% | +3.8% |
| All | +8.6% | +71.7% | -63.1% | -4.2% |
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