+31.7%
VSH vs RVTY
+90.0%
-58.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.6% | +9.8% | +11.4% |
| 7D | +3.5% | +6.0% | -2.5% | +0.9% |
| 30D | -22.4% | +4.3% | -26.7% | -23.5% |
| 3M | -25.2% | +40.2% | -65.4% | -38.0% |
| 6M | -22.5% | +59.3% | -81.8% | -41.6% |
| YTD | +84.2% | +66.5% | +17.7% | +31.5% |
| 1Y | +87.1% | +77.5% | +9.6% | +27.1% |
| 3Y | +31.7% | +92.5% | -60.8% | -10.1% |
| All | +31.7% | +90.0% | -58.4% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling