+297.8%
VTI vs RVTY
+145.6%
+152.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.1% |
| 7D | -0.9% | -4.5% | +3.6% | +0.6% |
| 30D | -1.4% | +5.5% | -6.9% | -3.4% |
| 3M | +3.6% | +22.5% | -18.9% | -3.9% |
| 6M | +13.6% | +38.9% | -25.3% | +0.1% |
| YTD | +12.9% | +28.7% | -15.8% | +1.5% |
| 1Y | +17.2% | +45.5% | -28.3% | +0.3% |
| 3Y | +75.7% | +16.4% | +59.3% | +56.4% |
| 5Y | +75.4% | -32.7% | +108.2% | +91.2% |
| All | +297.8% | +145.6% | +152.1% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling