-55.2%
RCEL vs VT
+391.0%
-446.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +8.2% | +0.4% | +7.8% | +7.6% |
| 30D | +150.6% | +1.0% | +149.6% | +147.7% |
| 3M | +156.9% | +2.4% | +154.5% | +148.3% |
| 6M | +125.8% | +12.0% | +113.8% | +93.4% |
| YTD | +224.6% | +15.3% | +209.3% | +167.9% |
| 1Y | +161.1% | +22.6% | +138.5% | +98.3% |
| 3Y | -31.3% | +74.7% | -106.0% | -66.9% |
| 5Y | -46.4% | +66.1% | -112.6% | -71.4% |
| 10Y | +55.6% | +225.0% | -169.4% | -55.9% |
| All | -55.2% | +391.0% | -446.2% | -91.6% |
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 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