+213.7%
VT vs RVTY
+206.3%
+7.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.6% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | -5.0% | +1.0% | -6.0% | -5.5% |
| 3M | -4.9% | +35.8% | -40.7% | -14.1% |
| 6M | -1.5% | +56.7% | -58.2% | -15.6% |
| YTD | +8.5% | +60.7% | -52.2% | -8.7% |
| 1Y | +11.4% | +73.7% | -62.3% | -8.9% |
| 3Y | +70.1% | +82.8% | -12.7% | +31.2% |
| 5Y | +53.7% | -7.0% | +60.8% | +48.2% |
| All | +213.7% | +206.3% | +7.4% | +82.2% |
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 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