+209.8%
RCS vs VT
+345.0%
-135.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.8% |
| 7D | +1.8% | -4.2% | +6.0% | +3.9% |
| 30D | +0.2% | -5.8% | +6.0% | +3.1% |
| 3M | -2.1% | -5.2% | +3.1% | +0.4% |
| 6M | -3.4% | +0.1% | -3.6% | -3.8% |
| YTD | -3.0% | +8.2% | -11.2% | -7.1% |
| 1Y | -23.2% | +10.1% | -33.4% | -27.1% |
| 3Y | +18.1% | +69.7% | -51.6% | -10.4% |
| 5Y | +5.9% | +53.4% | -47.4% | -16.1% |
| 10Y | +36.4% | +219.2% | -182.8% | -23.5% |
| All | +209.8% | +345.0% | -135.1% | +55.8% |
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