-64.2%
RAIL vs VT
+224.4%
-288.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +3.9% | +3.7% |
| 7D | +28.1% | -0.7% | +28.8% | +29.0% |
| 30D | -14.3% | -1.7% | -12.6% | -12.9% |
| 3M | -30.1% | -2.3% | -27.8% | -28.3% |
| 6M | -35.7% | +1.5% | -37.2% | -37.1% |
| YTD | -51.4% | +12.0% | -63.4% | -57.5% |
| 1Y | -39.1% | +12.9% | -52.0% | -47.2% |
| 3Y | +127.0% | +74.9% | +52.1% | +23.4% |
| 5Y | +12.3% | +59.9% | -47.6% | -31.9% |
| 10Y | -64.2% | +224.6% | -288.9% | -89.0% |
| All | -64.2% | +224.4% | -288.6% | -89.0% |
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