+1,250.4%
VUG vs RVTY
+649.7%
+600.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | +1.1% | -1.2% | -0.5% |
| 30D | -0.3% | +13.2% | -13.5% | -5.0% |
| 3M | -0.7% | +27.2% | -27.9% | -10.1% |
| 6M | +14.6% | +32.4% | -17.8% | +1.4% |
| YTD | +9.0% | +34.9% | -25.8% | -4.8% |
| 1Y | +14.9% | +52.4% | -37.5% | -5.0% |
| 3Y | +86.0% | +12.3% | +73.8% | +65.8% |
| 5Y | +76.7% | -30.8% | +107.5% | +88.6% |
| 10Y | +411.3% | +150.7% | +260.6% | +216.1% |
| All | +1,250.4% | +649.7% | +600.7% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling