+922.4%
VZ vs RVTY
+2,976.2%
-2,053.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +2.4% | -2.7% | +5.0% | +2.7% |
| 30D | +11.2% | +3.2% | +8.0% | +10.5% |
| 3M | 0.0% | +37.2% | -37.2% | -4.6% |
| 6M | +1.3% | +57.7% | -56.4% | -5.5% |
| YTD | +21.3% | +64.8% | -43.6% | +11.8% |
| 1Y | +23.9% | +72.8% | -48.9% | +13.4% |
| 3Y | +57.7% | +89.8% | -32.1% | +40.2% |
| 5Y | +21.2% | -8.4% | +29.7% | +17.8% |
| 10Y | +70.6% | +219.5% | -148.9% | +34.8% |
| All | +922.4% | +2,976.2% | -2,053.8% | +333.4% |
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