+474.7%
VRTX vs RVTY
+216.9%
+257.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | 0.0% | +4.1% | -4.1% | -1.2% |
| 30D | +11.8% | +1.3% | +10.5% | +10.9% |
| 3M | +3.2% | +33.3% | -30.0% | -6.5% |
| 6M | +21.0% | +58.3% | -37.3% | +3.3% |
| YTD | +19.7% | +62.7% | -43.0% | +0.1% |
| 1Y | +25.0% | +67.2% | -42.2% | +3.4% |
| 3Y | +45.2% | +87.3% | -42.1% | +11.0% |
| 5Y | +189.7% | -13.4% | +203.2% | +187.3% |
| All | +474.7% | +216.9% | +257.8% | +164.5% |
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