-25.8%
RBLX vs VT
+79.9%
-105.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | -0.1% |
| 7D | +20.3% | +0.4% | +20.0% | +19.6% |
| 30D | +7.3% | -2.6% | +9.9% | +13.3% |
| 3M | +36.5% | -3.2% | +39.8% | +45.9% |
| 6M | +23.1% | +0.9% | +22.2% | +21.6% |
| YTD | -36.3% | +11.3% | -47.6% | -47.8% |
| 1Y | -51.7% | +14.0% | -65.7% | -62.2% |
| 3Y | +35.6% | +75.8% | -40.2% | -57.3% |
| 5Y | -52.9% | +57.8% | -110.7% | -79.9% |
| All | -25.8% | +79.9% | -105.7% | -78.4% |
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