+1,740.6%
VRT vs RVTY
+94.2%
+1,646.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.3% |
| 7D | -21.4% | -1.2% | -20.1% | -20.6% |
| 30D | -25.8% | +1.0% | -26.8% | -25.7% |
| 3M | -33.5% | +35.8% | -69.4% | -41.5% |
| 6M | -49.0% | +56.7% | -105.7% | -58.3% |
| YTD | +12.9% | +60.7% | -47.8% | -9.9% |
| 1Y | 0.0% | +73.7% | -73.7% | -23.2% |
| 3Y | +361.8% | +82.8% | +279.0% | +224.7% |
| 5Y | +565.1% | -7.0% | +572.2% | +562.0% |
| All | +1,740.6% | +94.2% | +1,646.5% | +1,167.6% |
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