+12.3%
RAMP vs VT
+180.0%
-167.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.9% |
| 7D | +9.4% | -1.3% | +10.6% | +11.0% |
| 30D | +5.2% | -0.5% | +5.7% | +5.7% |
| 3M | +7.6% | +6.3% | +1.2% | -0.5% |
| 6M | +10.9% | +18.4% | -7.6% | -10.3% |
| YTD | -1.5% | +19.5% | -21.1% | -21.1% |
| 1Y | +4.9% | +16.2% | -11.3% | -12.8% |
| 3Y | +87.7% | +75.4% | +12.3% | -7.5% |
| 5Y | -60.7% | +80.8% | -141.5% | -80.4% |
| All | +12.3% | +180.0% | -167.6% | -68.2% |
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 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