+53.4%
VT vs RVTY
-10.3%
+63.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.8% |
| 7D | -4.2% | -9.0% | +4.8% | -2.1% |
| 30D | -5.8% | -1.6% | -4.2% | -5.6% |
| 3M | -5.2% | +31.2% | -36.4% | -11.9% |
| 6M | +0.1% | +63.6% | -63.5% | -12.6% |
| YTD | +8.2% | +56.3% | -48.0% | -5.2% |
| 1Y | +10.1% | +63.3% | -53.2% | -4.9% |
| 3Y | +69.7% | +72.4% | -2.8% | +39.7% |
| 5Y | +53.4% | -9.6% | +63.0% | +55.2% |
| All | +53.4% | -10.3% | +63.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling