+228.7%
VTV vs RVTY
+145.6%
+83.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | 0.0% |
| 7D | -1.1% | -4.5% | +3.4% | +0.1% |
| 30D | -1.0% | +5.5% | -6.5% | -2.6% |
| 3M | +4.6% | +22.5% | -17.9% | -1.6% |
| 6M | +13.5% | +38.9% | -25.4% | +2.4% |
| YTD | +18.5% | +28.7% | -10.2% | +8.6% |
| 1Y | +22.9% | +45.5% | -22.6% | +8.2% |
| 3Y | +67.8% | +16.4% | +51.5% | +52.9% |
| 5Y | +81.8% | -32.7% | +114.6% | +93.9% |
| All | +228.7% | +145.6% | +83.1% | +105.0% |
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