+31.4%
VRTX vs RVTY
+43.7%
-12.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -1.0% |
| 7D | -6.4% | -5.4% | -1.0% | -5.5% |
| 30D | -0.5% | +6.7% | -7.3% | -1.7% |
| 3M | +16.9% | +19.0% | -2.1% | +13.4% |
| 6M | +13.1% | +34.6% | -21.6% | +6.8% |
| YTD | +14.9% | +28.3% | -13.3% | +8.8% |
| 1Y | +31.4% | +46.0% | -14.6% | +21.0% |
| All | +31.4% | +43.7% | -12.2% | +21.0% |
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