+1,216.9%
VST vs RVTY
+138.5%
+1,078.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | +1.1% | +7.8% | +8.6% |
| 30D | +6.2% | +13.2% | -7.0% | +2.6% |
| 3M | -2.7% | +27.2% | -30.0% | -9.1% |
| 6M | -8.4% | +32.4% | -40.8% | -15.8% |
| YTD | -7.2% | +34.9% | -42.1% | -15.2% |
| 1Y | -20.9% | +52.4% | -73.3% | -30.5% |
| 3Y | +384.0% | +12.3% | +371.7% | +349.9% |
| 5Y | +757.1% | -30.8% | +787.9% | +801.5% |
| All | +1,216.9% | +138.5% | +1,078.3% | +720.1% |
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 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