-93.4%
RAIN vs VT
+35.1%
-128.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.5% | -11.0% | -11.1% |
| 7D | -12.4% | -0.1% | -12.3% | -12.1% |
| 30D | -28.4% | -3.1% | -25.3% | -26.9% |
| 3M | -59.3% | -3.5% | -55.8% | -58.3% |
| 6M | -62.2% | +0.5% | -62.7% | -62.3% |
| YTD | -91.8% | +10.8% | -102.6% | -92.2% |
| 1Y | -90.3% | +11.9% | -102.2% | -90.8% |
| All | -93.4% | +35.1% | -128.5% | -94.6% |
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