-95.7%
RADX vs VT
+30.7%
-126.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.6% |
| 7D | -20.8% | +2.4% | -23.1% | -22.0% |
| 30D | -32.1% | -1.5% | -30.6% | -31.6% |
| 3M | -71.3% | -4.1% | -67.2% | -70.5% |
| 6M | -83.2% | +0.6% | -83.7% | -83.3% |
| YTD | -85.4% | +11.0% | -96.5% | -86.6% |
| 1Y | -83.3% | +13.3% | -96.6% | -84.8% |
| All | -95.7% | +30.7% | -126.4% | -96.5% |
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