-87.5%
RAIL vs VT
+345.0%
-432.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +3.6% |
| 7D | -0.7% | -4.2% | +3.5% | +4.2% |
| 30D | -37.1% | -5.8% | -31.3% | -32.8% |
| 3M | -47.5% | -5.2% | -42.3% | -44.2% |
| 6M | -46.2% | +0.1% | -46.4% | -46.5% |
| YTD | -62.5% | +8.2% | -70.7% | -65.8% |
| 1Y | -51.9% | +10.1% | -62.0% | -56.8% |
| 3Y | +57.2% | +69.7% | -12.5% | -12.0% |
| 5Y | -12.3% | +53.4% | -65.6% | -44.7% |
| 10Y | -61.9% | +219.2% | -281.2% | -89.5% |
| All | -87.5% | +345.0% | -432.4% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling