+138.2%
VSH vs RVTY
+219.6%
-81.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.1% |
| 7D | +12.8% | -0.7% | +13.5% | +13.9% |
| 30D | -9.0% | +1.7% | -10.8% | -9.1% |
| 3M | -12.2% | +36.8% | -49.0% | -26.6% |
| 6M | -15.9% | +60.1% | -76.0% | -36.9% |
| YTD | +103.2% | +64.0% | +39.3% | +47.4% |
| 1Y | +108.4% | +68.2% | +40.2% | +48.7% |
| 3Y | +41.6% | +88.8% | -47.2% | -6.0% |
| 5Y | +54.6% | -10.5% | +65.1% | +50.7% |
| 10Y | +138.2% | +219.7% | -81.5% | +2.9% |
| All | +138.2% | +219.6% | -81.4% | +2.9% |
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