-95.2%
RADX vs VT
+30.4%
-125.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -4.5% |
| 7D | -5.3% | -0.1% | -5.1% | -5.5% |
| 30D | -25.4% | -3.1% | -22.3% | -23.9% |
| 3M | -69.9% | -3.5% | -66.4% | -69.2% |
| 6M | -78.9% | +0.5% | -79.4% | -79.1% |
| YTD | -83.9% | +10.8% | -94.6% | -85.1% |
| 1Y | -83.0% | +11.9% | -94.9% | -84.4% |
| All | -95.2% | +30.4% | -125.6% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling