-63.7%
RES vs VT
+215.5%
-279.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.3% |
| 7D | -13.9% | -2.3% | -11.6% | -11.7% |
| 30D | -10.6% | -5.0% | -5.7% | -5.4% |
| 3M | -9.2% | -4.9% | -4.4% | -4.1% |
| 6M | -27.1% | -1.5% | -25.6% | -26.2% |
| YTD | -0.4% | +8.5% | -8.9% | -10.8% |
| 1Y | +0.5% | +11.4% | -10.9% | -12.7% |
| 3Y | -27.1% | +70.1% | -97.2% | -61.1% |
| 5Y | +9.3% | +53.7% | -44.4% | -34.6% |
| All | -63.7% | +215.5% | -279.2% | -90.4% |
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