-90.8%
RC vs VT
+53.4%
-144.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.6% | +0.2% | -20.8% | -20.8% |
| 7D | -20.6% | -2.3% | -18.2% | -18.4% |
| 30D | -30.9% | -5.0% | -25.9% | -26.8% |
| 3M | -44.7% | -4.9% | -39.8% | -41.3% |
| 6M | -57.8% | -1.5% | -56.2% | -57.0% |
| YTD | -60.2% | +8.5% | -68.7% | -63.6% |
| 1Y | -70.9% | +11.4% | -82.2% | -74.1% |
| 3Y | -88.7% | +70.1% | -158.8% | -93.7% |
| All | -90.8% | +53.4% | -144.2% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling