+389.9%
RDVY vs VT
+254.2%
+135.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | -2.6% | -2.0% | -0.6% | -0.5% |
| 30D | -4.0% | -1.4% | -2.6% | -2.5% |
| 3M | +5.9% | +4.7% | +1.1% | +0.5% |
| 6M | +14.9% | +11.4% | +3.5% | +1.8% |
| YTD | +15.6% | +13.1% | +2.5% | +0.8% |
| 1Y | +22.9% | +19.0% | +3.8% | +1.2% |
| 3Y | +75.9% | +73.9% | +2.0% | -4.8% |
| 5Y | +79.3% | +65.4% | +13.9% | +3.0% |
| 10Y | +331.9% | +225.4% | +106.4% | +25.6% |
| All | +389.9% | +254.2% | +135.7% | +33.1% |
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 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