+25.8%
VTEB vs RVTY
+171.8%
-146.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -0.7% | -5.4% | +4.7% | -0.6% |
| 30D | -2.1% | +6.7% | -8.8% | -2.2% |
| 3M | -2.7% | +19.0% | -21.7% | -3.0% |
| 6M | -2.1% | +34.6% | -36.8% | -2.8% |
| YTD | -1.1% | +28.3% | -29.4% | -1.8% |
| 1Y | +1.3% | +46.0% | -44.7% | +0.4% |
| 3Y | +9.0% | +16.9% | -7.9% | +8.1% |
| 5Y | +1.5% | -32.9% | +34.4% | +1.5% |
| 10Y | +18.5% | +141.6% | -123.1% | +17.1% |
| All | +25.8% | +171.8% | -146.0% | +24.8% |
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