+938.9%
VTI vs RVTY
+450.0%
+488.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -1.5% | +1.5% | -3.1% | -2.2% |
| 3M | -3.2% | +31.5% | -34.6% | -11.5% |
| 6M | +2.3% | +62.7% | -60.4% | -12.8% |
| YTD | +11.6% | +60.0% | -48.3% | -5.3% |
| 1Y | +13.8% | +65.7% | -51.9% | -4.7% |
| 3Y | +77.4% | +85.2% | -7.8% | +39.6% |
| 5Y | +64.6% | -14.9% | +79.4% | +61.1% |
| 10Y | +290.6% | +211.9% | +78.7% | +151.8% |
| All | +938.9% | +450.0% | +488.9% | +366.1% |
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 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