+62.5%
VUG vs RVTY
-6.1%
+68.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.7% |
| 7D | +0.5% | +6.0% | -5.5% | -1.3% |
| 30D | -8.2% | +4.3% | -12.5% | -9.4% |
| 3M | -5.4% | +40.2% | -45.7% | -15.1% |
| 6M | -2.5% | +59.3% | -61.8% | -16.5% |
| YTD | +4.2% | +66.5% | -62.3% | -12.9% |
| 1Y | +5.0% | +77.5% | -72.4% | -14.3% |
| 3Y | +81.7% | +92.5% | -10.7% | +36.3% |
| 5Y | +62.5% | -6.8% | +69.3% | +66.7% |
| All | +62.5% | -6.1% | +68.6% | +66.7% |
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