-100.0%
RBNE vs VT
+42.3%
-142.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | -6.6% |
| 7D | -13.7% | -4.2% | -9.5% | -19.5% |
| 30D | -93.7% | -5.8% | -87.9% | -94.5% |
| 3M | -94.3% | -5.2% | -89.0% | -94.9% |
| 6M | -99.4% | +0.1% | -99.5% | -99.4% |
| YTD | -99.7% | +8.2% | -107.9% | -99.6% |
| 1Y | -99.8% | +10.1% | -110.0% | -99.8% |
| All | -100.0% | +42.3% | -142.3% | -99.9% |
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