-95.0%
RADX vs VT
+31.0%
-126.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.6% | -10.3% | -9.3% |
| 7D | -10.9% | +0.4% | -11.2% | -11.4% |
| 30D | -21.7% | -2.6% | -19.1% | -20.4% |
| 3M | -68.4% | -3.2% | -65.2% | -67.7% |
| 6M | -77.9% | +0.9% | -78.8% | -78.1% |
| YTD | -83.0% | +11.3% | -94.4% | -84.4% |
| 1Y | -82.3% | +14.0% | -96.3% | -83.9% |
| All | -95.0% | +31.0% | -126.0% | -96.0% |
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