+160.2%
VXUS vs RVTY
+541.3%
-381.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | -1.8% | -1.2% | -0.6% | -1.6% |
| 30D | -4.6% | +1.0% | -5.6% | -5.2% |
| 3M | -6.1% | +35.8% | -41.9% | -16.0% |
| 6M | -4.9% | +56.7% | -61.6% | -19.5% |
| YTD | +8.1% | +60.7% | -52.7% | -10.3% |
| 1Y | +12.1% | +73.7% | -61.6% | -9.7% |
| 3Y | +63.9% | +82.8% | -18.9% | +23.9% |
| 5Y | +43.1% | -7.0% | +50.2% | +35.8% |
| 10Y | +139.2% | +212.3% | -73.1% | +20.9% |
| All | +160.2% | +541.3% | -381.1% | -15.5% |
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