+72.6%
VZ vs RVTY
+211.6%
-139.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.5% | -0.5% | +1.9% | +1.5% |
| 30D | +4.4% | +1.5% | +2.8% | +4.1% |
| 3M | -2.4% | +31.5% | -33.8% | -5.4% |
| 6M | +1.4% | +62.7% | -61.3% | -4.2% |
| YTD | +21.4% | +60.0% | -38.6% | +14.2% |
| 1Y | +20.3% | +65.7% | -45.4% | +12.5% |
| 3Y | +57.4% | +85.2% | -27.8% | +42.8% |
| 5Y | +21.9% | -14.9% | +36.8% | +21.9% |
| All | +72.6% | +211.6% | -139.0% | +29.1% |
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 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