+1,205.2%
VST vs RVTY
+217.6%
+987.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.3% |
| 7D | -0.5% | +6.0% | -6.5% | -1.9% |
| 30D | -17.1% | +4.3% | -21.4% | -17.9% |
| 3M | -4.6% | +40.2% | -44.8% | -13.1% |
| 6M | -9.1% | +59.3% | -68.4% | -20.2% |
| YTD | -16.6% | +66.5% | -83.2% | -28.1% |
| 1Y | -29.5% | +77.5% | -107.0% | -40.5% |
| 3Y | +297.5% | +92.5% | +205.1% | +219.4% |
| 5Y | +654.5% | -6.8% | +661.3% | +629.1% |
| 10Y | +1,205.2% | +225.4% | +979.9% | +684.0% |
| All | +1,205.2% | +217.6% | +987.6% | +684.0% |
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