+73.3%
RCEL vs VT
+74.1%
-0.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -1.1% |
| 7D | +11.1% | +0.4% | +10.7% | +10.4% |
| 30D | +29.6% | -2.6% | +32.2% | +35.7% |
| 3M | +120.3% | -3.2% | +123.6% | +132.8% |
| 6M | +316.5% | +0.9% | +315.6% | +309.2% |
| YTD | +396.2% | +11.3% | +384.9% | +317.2% |
| 1Y | +354.1% | +14.0% | +340.1% | +266.1% |
| 3Y | +73.3% | +75.8% | -2.6% | -52.9% |
| All | +73.3% | +74.1% | -0.8% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling