+897.3%
VST vs RVTY
+176.4%
+720.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.4% | -0.8% | -4.7% |
| 7D | -19.9% | -9.0% | -10.9% | -17.8% |
| 30D | -29.7% | -1.6% | -28.1% | -29.3% |
| 3M | -19.6% | +31.2% | -50.8% | -25.4% |
| 6M | -29.4% | +63.6% | -93.0% | -38.6% |
| YTD | -29.7% | +56.3% | -86.0% | -38.4% |
| 1Y | -40.0% | +63.3% | -103.4% | -48.2% |
| 3Y | +231.0% | +72.4% | +158.6% | +173.9% |
| 5Y | +500.1% | -9.6% | +509.6% | +482.9% |
| 10Y | +1,004.2% | +203.7% | +800.5% | +565.0% |
| All | +897.3% | +176.4% | +720.9% | +495.9% |
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