+167.6%
VXUS vs RVTY
+564.5%
-396.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.6% |
| 7D | +0.8% | +6.0% | -5.3% | -1.3% |
| 30D | -1.9% | +4.3% | -6.2% | -3.5% |
| 3M | -4.4% | +40.2% | -44.6% | -15.4% |
| 6M | -2.0% | +59.3% | -61.3% | -17.5% |
| YTD | +11.1% | +66.5% | -55.4% | -8.8% |
| 1Y | +15.1% | +77.5% | -62.4% | -7.9% |
| 3Y | +70.4% | +92.5% | -22.1% | +26.6% |
| 5Y | +47.2% | -6.8% | +54.0% | +40.0% |
| 10Y | +142.3% | +225.4% | -83.1% | +20.8% |
| All | +167.6% | +564.5% | -396.9% | -14.1% |
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