+179.5%
VSH vs RVTY
+134.6%
+44.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +2.1% |
| 7D | +3.5% | -5.4% | +8.9% | +6.8% |
| 30D | -4.4% | +6.7% | -11.1% | -8.1% |
| 3M | -45.8% | +19.0% | -64.8% | -51.7% |
| 6M | +90.1% | +34.6% | +55.5% | +55.5% |
| YTD | +120.3% | +28.3% | +92.1% | +83.4% |
| 1Y | +112.2% | +46.0% | +66.2% | +63.0% |
| 3Y | +36.6% | +16.9% | +19.7% | +17.6% |
| 5Y | +67.0% | -32.9% | +99.9% | +91.8% |
| 10Y | +179.5% | +141.6% | +37.8% | +34.5% |
| All | +179.5% | +134.6% | +44.9% | +34.5% |
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