+905.2%
VRT vs RVTY
-30.5%
+935.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +9.1% | +1.1% | +8.0% | +8.6% |
| 30D | +0.9% | +13.2% | -12.3% | -4.5% |
| 3M | -13.4% | +27.2% | -40.6% | -22.8% |
| 6M | +11.7% | +32.4% | -20.7% | -3.3% |
| YTD | +73.2% | +34.9% | +38.4% | +46.8% |
| 1Y | +123.4% | +52.4% | +71.1% | +77.3% |
| 3Y | +606.2% | +12.3% | +593.9% | +525.4% |
| All | +905.2% | -30.5% | +935.8% | +1,112.2% |
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 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