+66.7%
VSH vs RVTY
-32.1%
+98.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | +0.1% |
| 7D | +6.2% | +0.4% | +5.8% | +6.0% |
| 30D | -11.1% | +10.8% | -22.0% | -15.6% |
| 3M | -44.9% | +26.8% | -71.7% | -51.6% |
| 6M | +90.0% | +39.3% | +50.6% | +56.9% |
| YTD | +118.8% | +31.6% | +87.2% | +84.5% |
| 1Y | +109.0% | +47.7% | +61.3% | +65.4% |
| 3Y | +35.6% | +19.9% | +15.7% | +18.5% |
| 5Y | +66.7% | -32.3% | +99.1% | +67.1% |
| All | +66.7% | -32.1% | +98.8% | +67.1% |
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 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