+113.0%
VWO vs RVTY
+145.6%
-32.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -1.8% | -4.5% | +2.8% | -0.5% |
| 30D | -0.1% | +5.5% | -5.6% | -1.7% |
| 3M | +2.2% | +22.5% | -20.3% | -3.9% |
| 6M | +8.8% | +38.9% | -30.1% | -2.0% |
| YTD | +12.4% | +28.7% | -16.4% | +3.0% |
| 1Y | +15.6% | +45.5% | -29.9% | +1.7% |
| 3Y | +62.5% | +16.4% | +46.2% | +47.5% |
| 5Y | +34.3% | -32.7% | +67.0% | +44.1% |
| All | +113.0% | +145.6% | -32.6% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling