+65.5%
VZ vs RVTY
+206.3%
-140.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.2% |
| 7D | +2.1% | -1.2% | +3.4% | +2.2% |
| 30D | +1.4% | +1.0% | +0.3% | +1.1% |
| 3M | -1.3% | +35.8% | -37.1% | -4.7% |
| 6M | -0.5% | +56.7% | -57.2% | -5.7% |
| YTD | +19.6% | +60.7% | -41.1% | +12.5% |
| 1Y | +22.4% | +73.7% | -51.3% | +13.8% |
| 3Y | +55.9% | +82.8% | -26.9% | +41.8% |
| 5Y | +20.4% | -7.0% | +27.4% | +18.8% |
| All | +65.5% | +206.3% | -140.8% | +26.7% |
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