+1,495.8%
VSH vs RVTY
+2,959.8%
-1,464.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +12.8% | -0.7% | +13.5% | +13.7% |
| 30D | -9.0% | +1.7% | -10.8% | -9.0% |
| 3M | -12.2% | +36.8% | -49.0% | -24.3% |
| 6M | -15.9% | +60.1% | -76.0% | -33.6% |
| YTD | +103.2% | +64.0% | +39.3% | +56.6% |
| 1Y | +108.4% | +68.2% | +40.2% | +58.7% |
| 3Y | +41.6% | +88.8% | -47.2% | +2.3% |
| 5Y | +54.6% | -10.5% | +65.1% | +51.6% |
| 10Y | +138.2% | +219.7% | -81.5% | +29.5% |
| All | +1,495.8% | +2,959.8% | -1,464.0% | +226.8% |
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