+183.8%
VXUS vs RVTY
+438.2%
-254.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | +2.2% | +13.2% | -11.0% | -2.1% |
| 3M | +3.0% | +27.2% | -24.3% | -5.7% |
| 6M | +10.7% | +32.4% | -21.7% | -0.7% |
| YTD | +17.8% | +34.9% | -17.0% | +4.5% |
| 1Y | +27.6% | +52.4% | -24.8% | +7.7% |
| 3Y | +73.3% | +12.3% | +61.0% | +56.7% |
| 5Y | +54.3% | -30.8% | +85.2% | +64.3% |
| 10Y | +149.8% | +150.7% | -0.9% | +37.6% |
| All | +183.8% | +438.2% | -254.4% | -1.6% |
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