+375.4%
RDCM vs VT
+374.2%
+1.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.2% |
| 30D | +0.2% | +1.0% | -0.8% | -0.5% |
| 3M | -30.6% | +2.4% | -33.0% | -31.9% |
| 6M | -12.9% | +12.0% | -24.9% | -19.8% |
| YTD | -23.3% | +15.3% | -38.7% | -30.8% |
| 1Y | -24.9% | +22.6% | -47.5% | -35.0% |
| 3Y | +11.8% | +74.7% | -62.9% | -24.4% |
| 5Y | -9.2% | +66.1% | -75.4% | -37.7% |
| 10Y | -49.2% | +225.0% | -274.2% | -79.8% |
| All | +375.4% | +374.2% | +1.2% | +14.2% |
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