+92.9%
VTR vs RVTY
-15.1%
+108.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +5.5% | +1.5% | +3.9% | +5.0% |
| 3M | -0.9% | +31.5% | -32.4% | -5.5% |
| 6M | -0.4% | +62.7% | -63.1% | -8.5% |
| YTD | +17.0% | +60.0% | -42.9% | +6.9% |
| 1Y | +18.0% | +65.7% | -47.7% | +6.7% |
| 3Y | +127.4% | +85.2% | +42.2% | +92.8% |
| All | +92.9% | -15.1% | +108.0% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling