+348.0%
VT vs RVTY
+491.8%
-143.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -1.9% |
| 7D | -4.2% | -9.0% | +4.8% | -0.8% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | -5.2% | +31.2% | -36.4% | -15.9% |
| 6M | +0.1% | +63.6% | -63.5% | -19.6% |
| YTD | +8.2% | +56.3% | -48.0% | -12.5% |
| 1Y | +10.1% | +63.3% | -53.2% | -12.9% |
| 3Y | +69.7% | +72.4% | -2.8% | +24.6% |
| 5Y | +53.4% | -9.6% | +63.0% | +44.5% |
| 10Y | +219.2% | +203.7% | +15.5% | +54.1% |
| All | +348.0% | +491.8% | -143.8% | +44.9% |
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