+465.3%
VSXY vs RVTY
+85.4%
+380.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.2% |
| 7D | -1.7% | -0.5% | -1.3% | -1.5% |
| 30D | +20.1% | +1.5% | +18.6% | +18.9% |
| 3M | +16.6% | +31.5% | -14.9% | +1.7% |
| 6M | +134.9% | +62.7% | +72.3% | +81.6% |
| YTD | +96.0% | +60.0% | +36.0% | +50.7% |
| 1Y | +203.8% | +65.7% | +138.1% | +126.8% |
| 3Y | +465.3% | +85.2% | +380.1% | +250.2% |
| All | +465.3% | +85.4% | +380.0% | +250.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling