+377.4%
VT vs RVTY
+410.7%
-33.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | +1.0% | +13.2% | -12.2% | -4.1% |
| 3M | +2.4% | +27.2% | -24.9% | -7.9% |
| 6M | +12.0% | +32.4% | -20.4% | -1.7% |
| YTD | +15.3% | +34.9% | -19.5% | -0.3% |
| 1Y | +22.6% | +52.4% | -29.8% | -0.1% |
| 3Y | +74.7% | +12.3% | +62.4% | +54.2% |
| 5Y | +66.1% | -30.8% | +97.0% | +77.1% |
| 10Y | +225.0% | +150.7% | +74.3% | +71.4% |
| All | +377.4% | +410.7% | -33.3% | +65.2% |
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 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