+56.3%
RCEL vs VT
+221.8%
-165.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.1% |
| 7D | -5.8% | +2.4% | -8.1% | -9.3% |
| 30D | +19.3% | -1.5% | +20.8% | +22.6% |
| 3M | +95.1% | -4.1% | +99.3% | +109.1% |
| 6M | +266.9% | +0.6% | +266.3% | +263.1% |
| YTD | +353.0% | +11.0% | +342.0% | +286.1% |
| 1Y | +317.9% | +13.3% | +304.6% | +243.9% |
| 3Y | +25.0% | +73.4% | -48.4% | -46.9% |
| 5Y | -5.6% | +57.4% | -63.0% | -51.1% |
| All | +56.3% | +221.8% | -165.5% | -72.6% |
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