-78.5%
RAIL vs VT
+374.2%
-452.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -10.2% | +1.0% | -11.2% | -11.2% |
| 3M | -6.3% | +2.4% | -8.7% | -9.0% |
| 6M | -47.3% | +12.0% | -59.3% | -53.9% |
| YTD | -35.9% | +15.3% | -51.2% | -45.5% |
| 1Y | -15.2% | +22.6% | -37.8% | -32.5% |
| 3Y | +158.2% | +74.7% | +83.5% | +39.6% |
| 5Y | +36.5% | +66.1% | -29.6% | -21.4% |
| 10Y | -49.0% | +225.0% | -274.0% | -86.1% |
| All | -78.5% | +374.2% | -452.7% | -95.5% |
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 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