+77.8%
VSXY vs RVTY
-15.3%
+93.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | -14.0% | +1.1% | -15.1% | -14.5% |
| 30D | -15.9% | +13.2% | -29.1% | -21.2% |
| 3M | +3.4% | +27.2% | -23.9% | -9.8% |
| 6M | +25.9% | +32.4% | -6.5% | +6.8% |
| YTD | +39.5% | +34.9% | +4.6% | +16.0% |
| 1Y | +194.4% | +52.4% | +142.0% | +127.0% |
| 3Y | +281.4% | +12.3% | +269.1% | +233.8% |
| 5Y | +12.8% | -30.8% | +43.6% | +18.9% |
| All | +77.8% | -15.3% | +93.1% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling