-12.3%
RAIL vs VT
+53.2%
-65.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +4.1% |
| 7D | -0.7% | -4.2% | +3.5% | +4.7% |
| 30D | -37.1% | -5.8% | -31.3% | -32.3% |
| 3M | -47.5% | -5.2% | -42.3% | -43.9% |
| 6M | -46.2% | +0.1% | -46.4% | -46.6% |
| YTD | -62.5% | +8.2% | -70.7% | -66.2% |
| 1Y | -51.9% | +10.1% | -62.0% | -57.5% |
| 3Y | +57.2% | +69.7% | -12.5% | -12.5% |
| 5Y | -12.3% | +53.4% | -65.6% | -36.5% |
| All | -12.3% | +53.2% | -65.5% | -36.5% |
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 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