+171.6%
VSXY vs RVTY
+46.5%
+125.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.3% |
| 7D | -0.3% | -7.4% | +7.1% | +2.1% |
| 30D | -22.1% | +4.5% | -26.6% | -23.2% |
| 3M | -1.1% | +19.5% | -20.6% | -7.6% |
| 6M | +53.8% | +34.1% | +19.7% | +35.0% |
| YTD | +35.5% | +25.3% | +10.2% | +21.9% |
| All | +171.6% | +46.5% | +125.1% | +111.8% |
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