+184.6%
VRTX vs RVTY
-7.4%
+192.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +8.2% | +1.0% | +7.2% | +7.6% |
| 3M | +13.0% | +35.8% | -22.8% | +5.3% |
| 6M | +27.9% | +56.7% | -28.8% | +15.2% |
| YTD | +20.7% | +60.7% | -40.0% | +7.3% |
| 1Y | +31.4% | +73.7% | -42.3% | +14.7% |
| 3Y | +41.8% | +82.8% | -40.9% | +20.3% |
| All | +184.6% | -7.4% | +192.1% | +171.3% |
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