+566.5%
VTRS vs RVTY
+2,293.6%
-1,727.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | 0.0% |
| 7D | -3.5% | -5.4% | +2.0% | -2.0% |
| 30D | +2.1% | +6.7% | -4.6% | +0.3% |
| 3M | +2.6% | +19.0% | -16.4% | -2.3% |
| 6M | +17.8% | +34.6% | -16.9% | +7.9% |
| YTD | +35.7% | +28.3% | +7.4% | +25.5% |
| 1Y | +63.5% | +46.0% | +17.5% | +45.8% |
| 3Y | +85.1% | +16.9% | +68.2% | +72.3% |
| 5Y | +42.5% | -32.9% | +75.4% | +50.4% |
| 10Y | -48.2% | +141.6% | -189.8% | -60.8% |
| All | +566.5% | +2,293.6% | -1,727.1% | +156.7% |
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