+12,075.3%
VRTX vs RVTY
+2,428.2%
+9,647.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +3.2% | -2.7% | +5.9% | +4.2% |
| 30D | +7.4% | +3.2% | +4.2% | +5.4% |
| 3M | +4.6% | +37.2% | -32.6% | -8.6% |
| 6M | +27.5% | +57.7% | -30.2% | +4.8% |
| YTD | +20.9% | +64.8% | -44.0% | -3.8% |
| 1Y | +30.1% | +72.8% | -42.8% | +1.5% |
| 3Y | +46.6% | +89.8% | -43.2% | +5.7% |
| 5Y | +191.6% | -8.4% | +200.0% | +168.9% |
| 10Y | +474.5% | +219.5% | +255.1% | +203.5% |
| All | +12,075.3% | +2,428.2% | +9,647.2% | +3,230.2% |
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