+48.1%
RAMP vs VT
+222.7%
-174.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.8% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | 0.0% | -0.7% | +0.7% | +0.8% |
| 3M | +0.6% | +4.0% | -3.4% | -4.6% |
| 6M | +27.2% | +12.3% | +14.9% | +8.8% |
| YTD | +28.6% | +14.0% | +14.5% | +7.6% |
| 1Y | +38.5% | +20.3% | +18.2% | +8.2% |
| 3Y | +24.7% | +75.4% | -50.8% | -39.7% |
| 5Y | -24.5% | +66.0% | -90.5% | -59.9% |
| 10Y | +48.1% | +228.2% | -180.1% | -67.5% |
| All | +48.1% | +222.7% | -174.6% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling