-50.0%
VTRS vs RVTY
+145.6%
-195.6%
-82.0%
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% | -0.2% |
| 7D | -2.2% | -4.5% | +2.3% | -0.5% |
| 30D | +3.3% | +5.5% | -2.1% | +1.1% |
| 3M | +2.0% | +22.5% | -20.5% | -6.1% |
| 6M | +19.9% | +38.9% | -18.9% | +4.4% |
| YTD | +35.7% | +28.7% | +7.0% | +20.9% |
| 1Y | +68.1% | +45.5% | +22.6% | +42.2% |
| 3Y | +87.1% | +16.4% | +70.7% | +67.7% |
| 5Y | +47.6% | -32.7% | +80.4% | +60.4% |
| All | -50.0% | +145.6% | -195.6% | -72.4% |
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 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