-41.2%
RDCM vs VT
+221.8%
-262.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +9.2% | +2.4% | +6.9% | +8.0% |
| 30D | +9.6% | -1.5% | +11.1% | +10.5% |
| 3M | +8.3% | -4.1% | +12.4% | +10.8% |
| 6M | -29.4% | +0.6% | -30.0% | -29.5% |
| YTD | -15.9% | +11.0% | -26.9% | -20.4% |
| 1Y | -13.9% | +13.3% | -27.2% | -19.3% |
| 3Y | +37.5% | +73.4% | -35.9% | +5.0% |
| 5Y | -3.9% | +57.4% | -61.4% | -23.3% |
| All | -41.2% | +221.8% | -262.9% | -72.1% |
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