-88.3%
RAIN vs VT
+40.6%
-129.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -13.6% | +0.4% | -14.1% | -13.8% |
| 30D | -32.5% | +1.0% | -33.4% | -32.8% |
| 3M | -61.1% | +2.4% | -63.5% | -61.8% |
| 6M | -69.7% | +12.0% | -81.7% | -71.3% |
| YTD | -85.4% | +15.3% | -100.8% | -86.4% |
| 1Y | -81.3% | +22.6% | -103.9% | -82.8% |
| All | -88.3% | +40.6% | -129.0% | -90.6% |
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