+74.8%
RCEL vs VT
+217.6%
-142.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.9% |
| 7D | +15.1% | -0.1% | +15.3% | +15.4% |
| 30D | +33.6% | -3.1% | +36.7% | +40.8% |
| 3M | +132.2% | -3.5% | +135.7% | +146.1% |
| 6M | +329.4% | +0.5% | +329.0% | +325.3% |
| YTD | +411.6% | +10.8% | +400.8% | +337.6% |
| 1Y | +344.6% | +11.9% | +332.7% | +273.3% |
| 3Y | +56.3% | +73.0% | -16.6% | -33.3% |
| 5Y | +5.9% | +58.6% | -52.7% | -45.9% |
| 10Y | +74.8% | +219.2% | -144.4% | -66.4% |
| All | +74.8% | +217.6% | -142.9% | -66.4% |
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