+58.1%
VUG vs RVTY
-9.4%
+67.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | -11.1% | +1.0% | -12.1% | -11.5% |
| 3M | -7.2% | +35.8% | -43.1% | -15.9% |
| 6M | -4.1% | +56.7% | -60.8% | -17.5% |
| YTD | +1.4% | +60.7% | -59.3% | -14.3% |
| 1Y | +1.9% | +73.7% | -71.8% | -16.4% |
| 3Y | +77.7% | +82.8% | -5.0% | +35.6% |
| All | +58.1% | -9.4% | +67.5% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling