+78.0%
VSXY vs RVTY
-19.2%
+97.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.7% |
| 7D | +0.1% | -4.5% | +4.7% | +2.5% |
| 30D | -18.7% | +5.5% | -24.1% | -21.0% |
| 3M | -4.0% | +22.5% | -26.5% | -14.4% |
| 6M | +67.5% | +38.9% | +28.6% | +37.5% |
| YTD | +39.7% | +28.7% | +10.9% | +18.9% |
| 1Y | +180.0% | +45.5% | +134.5% | +121.0% |
| 3Y | +337.3% | +16.4% | +320.9% | +273.4% |
| 5Y | +22.7% | -32.7% | +55.4% | +31.5% |
| All | +78.0% | -19.2% | +97.2% | +86.3% |
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