+204.0%
VYM vs RVTY
+145.6%
+58.4%
-35.2%
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 | -0.8% | -4.5% | +3.7% | +0.4% |
| 30D | -2.2% | +5.5% | -7.7% | -3.7% |
| 3M | +3.1% | +22.5% | -19.5% | -2.8% |
| 6M | +9.7% | +38.9% | -29.2% | -0.7% |
| YTD | +14.9% | +28.7% | -13.9% | +5.7% |
| 1Y | +17.6% | +45.5% | -27.9% | +4.0% |
| 3Y | +65.3% | +16.4% | +48.9% | +51.2% |
| 5Y | +78.7% | -32.7% | +111.5% | +89.7% |
| All | +204.0% | +145.6% | +58.4% | +94.5% |
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 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