+176.4%
VRTX vs RVTY
-32.1%
+208.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.6% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +6.6% | +10.8% | -4.2% | +4.3% |
| 3M | +19.4% | +26.8% | -7.4% | +13.2% |
| 6M | +15.8% | +39.3% | -23.5% | +7.1% |
| YTD | +16.7% | +31.6% | -15.0% | +8.8% |
| 1Y | +33.8% | +47.7% | -13.9% | +21.2% |
| 3Y | +54.2% | +19.9% | +34.3% | +43.1% |
| 5Y | +176.4% | -32.3% | +208.7% | +185.0% |
| All | +176.4% | -32.1% | +208.5% | +185.0% |
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 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