+1,162.4%
VST vs RVTY
+212.9%
+949.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -6.0% | -2.7% | -3.3% | -5.1% |
| 30D | -18.8% | +3.2% | -22.0% | -19.3% |
| 3M | -8.0% | +37.2% | -45.2% | -15.7% |
| 6M | -10.9% | +57.7% | -68.6% | -21.6% |
| YTD | -18.3% | +64.8% | -83.2% | -29.4% |
| 1Y | -29.9% | +72.8% | -102.8% | -40.4% |
| 3Y | +290.3% | +89.8% | +200.5% | +214.9% |
| 5Y | +635.3% | -8.4% | +643.7% | +614.3% |
| 10Y | +1,162.4% | +219.5% | +942.9% | +662.1% |
| All | +1,162.4% | +212.9% | +949.4% | +662.1% |
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 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