+420.5%
VUG vs RVTY
+134.6%
+285.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | +0.1% | -5.4% | +5.5% | +2.2% |
| 30D | -1.7% | +6.7% | -8.4% | -4.2% |
| 3M | +2.8% | +19.0% | -16.2% | -4.5% |
| 6M | +13.6% | +34.6% | -21.0% | -0.3% |
| YTD | +8.1% | +28.3% | -20.2% | -4.0% |
| 1Y | +13.1% | +46.0% | -33.0% | -5.4% |
| 3Y | +87.0% | +16.9% | +70.1% | +62.9% |
| 5Y | +76.0% | -32.9% | +108.9% | +95.8% |
| 10Y | +420.5% | +141.6% | +278.9% | +207.0% |
| All | +420.5% | +134.6% | +285.9% | +207.0% |
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