+76.3%
VUG vs RVTY
-32.1%
+108.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -1.4% | +10.8% | -12.3% | -4.6% |
| 3M | +2.3% | +26.8% | -24.5% | -5.5% |
| 6M | +15.7% | +39.3% | -23.6% | +2.9% |
| YTD | +8.6% | +31.6% | -23.0% | -2.1% |
| 1Y | +14.1% | +47.7% | -33.6% | -1.7% |
| 3Y | +87.9% | +19.9% | +68.0% | +67.4% |
| 5Y | +76.3% | -32.3% | +108.7% | +99.6% |
| All | +76.3% | -32.1% | +108.4% | +99.6% |
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