+1,367.1%
VSH vs RVTY
+2,976.2%
-1,609.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | -1.6% | -2.7% | +1.1% | +0.2% |
| 30D | -21.3% | +3.2% | -24.5% | -21.9% |
| 3M | -18.9% | +37.2% | -56.1% | -30.2% |
| 6M | -21.4% | +57.7% | -79.1% | -37.5% |
| YTD | +86.8% | +64.8% | +22.0% | +43.7% |
| 1Y | +85.8% | +72.8% | +12.9% | +39.5% |
| 3Y | +30.1% | +89.8% | -59.7% | -6.2% |
| 5Y | +42.8% | -8.4% | +51.3% | +38.6% |
| 10Y | +121.2% | +219.5% | -98.2% | +20.3% |
| All | +1,367.1% | +2,976.2% | -1,609.1% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling