+1,164.9%
VST vs RVTY
+211.6%
+953.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +6.6% | -0.5% | +7.0% | +6.8% |
| 30D | -12.4% | +1.5% | -13.9% | -12.6% |
| 3M | -9.0% | +31.5% | -40.5% | -15.6% |
| 6M | -6.4% | +62.7% | -69.1% | -18.3% |
| YTD | -17.2% | +60.0% | -77.2% | -27.8% |
| 1Y | -22.0% | +65.7% | -87.7% | -32.9% |
| 3Y | +296.7% | +85.2% | +211.5% | +222.2% |
| 5Y | +637.6% | -14.9% | +652.5% | +632.5% |
| All | +1,164.9% | +211.6% | +953.3% | +668.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling