+72.5%
RAFE vs VT
+57.0%
+15.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.2% | +2.4% | -0.2% | +0.2% |
| 30D | +2.9% | -1.5% | +4.4% | +4.2% |
| 3M | +2.7% | -4.1% | +6.8% | +6.3% |
| 6M | +13.7% | +0.6% | +13.1% | +12.8% |
| YTD | +23.7% | +11.0% | +12.6% | +12.4% |
| 1Y | +26.7% | +13.3% | +13.3% | +13.0% |
| 3Y | +82.4% | +73.4% | +9.0% | +11.9% |
| All | +72.5% | +57.0% | +15.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling