-93.1%
RAIN vs VT
+32.3%
-125.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -4.6% | -2.3% | -2.2% | -3.0% |
| 30D | -32.5% | -5.0% | -27.5% | -30.3% |
| 3M | -60.4% | -4.9% | -55.5% | -59.1% |
| 6M | -73.2% | -1.5% | -71.7% | -73.0% |
| YTD | -91.4% | +8.5% | -99.9% | -91.7% |
| 1Y | -89.9% | +11.4% | -101.3% | -90.4% |
| All | -93.1% | +32.3% | -125.4% | -94.2% |
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