+42.6%
VSH vs RVTY
-6.1%
+48.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.6% | +9.8% | +11.6% |
| 7D | +3.5% | +6.0% | -2.5% | +1.2% |
| 30D | -22.4% | +4.3% | -26.7% | -23.3% |
| 3M | -25.2% | +40.2% | -65.4% | -36.6% |
| 6M | -22.5% | +59.3% | -81.8% | -39.3% |
| YTD | +84.2% | +66.5% | +17.7% | +38.6% |
| 1Y | +87.1% | +77.5% | +9.6% | +35.7% |
| 3Y | +31.7% | +92.5% | -60.8% | -5.8% |
| 5Y | +42.6% | -6.8% | +49.4% | +31.7% |
| All | +42.6% | -6.1% | +48.7% | +31.7% |
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