+223.0%
VT vs RVTY
+150.6%
+72.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +1.0% | +13.2% | -12.2% | -3.0% |
| 3M | +2.4% | +27.2% | -24.9% | -5.7% |
| 6M | +12.0% | +32.4% | -20.4% | +1.2% |
| YTD | +15.3% | +34.9% | -19.5% | +3.0% |
| 1Y | +22.6% | +52.4% | -29.8% | +4.5% |
| 3Y | +74.7% | +12.3% | +62.4% | +59.6% |
| 5Y | +66.1% | -30.8% | +97.0% | +78.5% |
| All | +223.0% | +150.6% | +72.4% | +94.4% |
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