-99.2%
RCT vs VT
+36.1%
-135.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.1% | +0.2% | +15.9% | +15.8% |
| 7D | -14.3% | +2.4% | -16.6% | -18.2% |
| 30D | -66.0% | -1.5% | -64.5% | -65.4% |
| 3M | -83.3% | -4.1% | -79.1% | -82.4% |
| 6M | -94.5% | +0.6% | -95.0% | -94.7% |
| YTD | -97.6% | +11.0% | -108.6% | -98.1% |
| 1Y | -97.8% | +13.3% | -111.2% | -98.4% |
| All | -99.2% | +36.1% | -135.3% | -99.6% |
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