+337.7%
VSXY vs RVTY
+16.6%
+321.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.3% |
| 7D | -10.7% | -5.4% | -5.3% | -8.4% |
| 30D | -24.3% | +6.7% | -31.0% | -26.7% |
| 3M | +1.0% | +19.0% | -18.0% | -8.0% |
| 6M | +57.4% | +34.6% | +22.7% | +32.6% |
| YTD | +39.8% | +28.3% | +11.5% | +20.2% |
| 1Y | +196.5% | +46.0% | +150.4% | +135.0% |
| All | +337.7% | +16.6% | +321.1% | +261.5% |
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