+5.1%
VUG vs RVTY
+66.4%
-61.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -6.3% | +1.5% | -7.8% | -6.4% |
| 3M | -6.0% | +31.5% | -37.5% | -9.6% |
| 6M | -3.5% | +62.7% | -66.2% | -10.9% |
| YTD | +3.9% | +60.0% | -56.0% | -4.4% |
| 1Y | +5.1% | +65.7% | -60.6% | -3.8% |
| All | +5.1% | +66.4% | -61.3% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling