-92.3%
RBBN vs VT
+357.6%
-449.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +3.4% |
| 7D | -11.1% | +0.4% | -11.5% | -11.2% |
| 30D | -15.3% | -2.6% | -12.7% | -12.1% |
| 3M | -32.7% | -3.2% | -29.5% | -29.4% |
| 6M | -48.2% | +0.9% | -49.1% | -48.3% |
| YTD | -50.0% | +11.3% | -61.3% | -56.2% |
| 1Y | -54.4% | +14.0% | -68.4% | -61.2% |
| 3Y | -27.6% | +75.8% | -103.5% | -62.6% |
| 5Y | -76.8% | +57.8% | -134.6% | -85.7% |
| 10Y | -75.8% | +219.8% | -295.6% | -93.2% |
| All | -92.3% | +357.6% | -449.9% | -98.5% |
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 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