+954.4%
VTI vs RVTY
+352.5%
+601.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.2% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | -1.1% | +10.8% | -11.9% | -4.3% |
| 3M | +3.9% | +26.8% | -22.9% | -3.9% |
| 6M | +14.6% | +39.3% | -24.7% | +2.4% |
| YTD | +13.3% | +31.6% | -18.3% | +2.5% |
| 1Y | +19.2% | +47.7% | -28.5% | +3.6% |
| 3Y | +77.4% | +19.9% | +57.5% | +59.2% |
| 5Y | +74.0% | -32.3% | +106.4% | +83.5% |
| 10Y | +294.6% | +138.4% | +156.2% | +176.9% |
| All | +954.4% | +352.5% | +601.9% | +404.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling