+718.4%
VTV vs RVTY
+631.6%
+86.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | 0.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +0.1% | +10.8% | -10.7% | -3.4% |
| 3M | +6.2% | +26.8% | -20.6% | -2.4% |
| 6M | +13.5% | +39.3% | -25.8% | +0.2% |
| YTD | +18.9% | +31.6% | -12.8% | +6.3% |
| 1Y | +25.8% | +47.7% | -21.9% | +7.5% |
| 3Y | +68.7% | +19.9% | +48.8% | +49.0% |
| 5Y | +80.3% | -32.3% | +112.7% | +90.1% |
| 10Y | +226.3% | +138.4% | +87.9% | +102.5% |
| All | +718.4% | +631.6% | +86.8% | +212.1% |
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