+325.3%
VWO vs RVTY
+535.1%
-209.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.5% |
| 7D | +0.2% | -5.4% | +5.6% | +2.5% |
| 30D | +0.9% | +6.7% | -5.9% | -2.1% |
| 3M | +4.3% | +19.0% | -14.7% | -4.0% |
| 6M | +10.5% | +34.6% | -24.1% | -4.4% |
| YTD | +13.4% | +28.3% | -14.9% | -0.8% |
| 1Y | +18.6% | +46.0% | -27.5% | -2.7% |
| 3Y | +65.8% | +16.9% | +48.9% | +41.3% |
| 5Y | +35.2% | -32.9% | +68.1% | +44.0% |
| 10Y | +116.6% | +141.6% | -25.0% | +7.7% |
| All | +325.3% | +535.1% | -209.8% | +9.6% |
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 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