+194.4%
VSXY vs RVTY
+57.1%
+137.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -14.0% | +1.1% | -15.1% | -14.3% |
| 30D | -15.9% | +13.2% | -29.1% | -19.4% |
| 3M | +3.4% | +27.2% | -23.9% | -5.6% |
| 6M | +25.9% | +32.4% | -6.5% | +12.5% |
| YTD | +39.5% | +34.9% | +4.6% | +22.0% |
| 1Y | +194.4% | +52.4% | +142.0% | +124.0% |
| All | +194.4% | +57.1% | +137.3% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling