+221.8%
VT vs RVTY
+211.6%
+10.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +2.4% | -0.5% | +2.8% | +2.5% |
| 30D | -1.5% | +1.5% | -3.0% | -2.2% |
| 3M | -4.1% | +31.5% | -35.6% | -12.6% |
| 6M | +0.6% | +62.7% | -62.1% | -14.8% |
| YTD | +11.0% | +60.0% | -48.9% | -6.5% |
| 1Y | +13.3% | +65.7% | -52.4% | -5.8% |
| 3Y | +73.4% | +85.2% | -11.8% | +33.1% |
| 5Y | +57.4% | -14.9% | +72.3% | +57.4% |
| All | +221.8% | +211.6% | +10.2% | +84.3% |
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