+490.8%
VYM vs RVTY
+572.2%
-81.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -1.3% | +10.8% | -12.1% | -4.6% |
| 3M | +4.1% | +26.8% | -22.7% | -4.1% |
| 6M | +9.8% | +39.3% | -29.5% | -2.7% |
| YTD | +15.3% | +31.6% | -16.3% | +3.5% |
| 1Y | +20.0% | +47.7% | -27.7% | +3.1% |
| 3Y | +66.2% | +19.9% | +46.3% | +47.5% |
| 5Y | +77.5% | -32.3% | +109.9% | +87.1% |
| 10Y | +201.7% | +138.4% | +63.3% | +87.6% |
| All | +490.8% | +572.2% | -81.3% | +124.3% |
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