-61.7%
RC vs VT
+321.2%
-382.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.8% |
| 30D | +13.6% | +1.0% | +12.7% | +12.6% |
| 3M | +2.3% | +2.4% | -0.1% | -0.2% |
| 6M | -14.4% | +12.0% | -26.4% | -24.0% |
| YTD | -18.8% | +15.3% | -34.1% | -30.1% |
| 1Y | -56.9% | +22.6% | -79.5% | -65.2% |
| 3Y | -78.4% | +74.7% | -153.1% | -87.8% |
| 5Y | -79.7% | +66.1% | -145.8% | -87.9% |
| 10Y | -61.9% | +225.0% | -286.9% | -86.2% |
| All | -61.7% | +321.2% | -382.9% | -88.0% |
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