+1,636.0%
VSH vs RVTY
+2,416.7%
-780.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | +4.1% | +1.1% | +3.0% | +3.5% |
| 30D | -4.2% | +13.2% | -17.4% | -9.8% |
| 3M | -50.0% | +27.2% | -77.2% | -55.8% |
| 6M | +80.2% | +32.4% | +47.8% | +54.6% |
| YTD | +121.1% | +34.9% | +86.2% | +86.7% |
| 1Y | +112.0% | +52.4% | +59.6% | +69.0% |
| 3Y | +22.5% | +12.3% | +10.2% | +11.7% |
| 5Y | +64.0% | -30.8% | +94.9% | +81.1% |
| 10Y | +170.4% | +150.7% | +19.7% | +64.5% |
| All | +1,636.0% | +2,416.7% | -780.7% | +289.6% |
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