+67.0%
RA vs VT
+210.0%
-143.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.8% |
| 7D | +0.9% | -4.2% | +5.1% | +3.5% |
| 30D | +3.3% | -5.8% | +9.1% | +7.0% |
| 3M | -5.4% | -5.2% | -0.1% | -2.4% |
| 6M | -3.1% | +0.1% | -3.2% | -3.5% |
| YTD | +0.4% | +8.2% | -7.8% | -4.9% |
| 1Y | +0.6% | +10.1% | -9.6% | -5.9% |
| 3Y | +32.5% | +69.7% | -37.2% | -7.4% |
| 5Y | -3.6% | +53.4% | -57.0% | -28.7% |
| All | +67.0% | +210.0% | -143.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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