+214.7%
RCS vs VT
+374.2%
-159.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +0.4% | -2.0% | -1.8% |
| 30D | -0.6% | +1.0% | -1.6% | -1.1% |
| 3M | -4.4% | +2.4% | -6.8% | -5.6% |
| 6M | -7.3% | +12.0% | -19.3% | -12.6% |
| YTD | -1.5% | +15.3% | -16.8% | -8.5% |
| 1Y | -22.3% | +22.6% | -44.9% | -30.0% |
| 3Y | +21.8% | +74.7% | -52.9% | -8.8% |
| 5Y | +5.8% | +66.1% | -60.3% | -19.4% |
| 10Y | +23.2% | +225.0% | -201.8% | -31.7% |
| All | +214.7% | +374.2% | -159.5% | +53.5% |
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