+11.1%
RES vs VT
+356.1%
-345.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.4% | -1.6% | -7.8% | -7.4% |
| 30D | +2.0% | -2.5% | +4.5% | +5.6% |
| 3M | +4.5% | -1.3% | +5.8% | +6.2% |
| 6M | -20.5% | +3.1% | -23.6% | -24.3% |
| YTD | +12.1% | +10.9% | +1.2% | -4.4% |
| 1Y | +14.6% | +12.1% | +2.6% | -3.7% |
| 3Y | -20.9% | +73.9% | -94.8% | -63.1% |
| 5Y | +25.7% | +58.0% | -32.3% | -33.9% |
| 10Y | -58.3% | +225.5% | -283.8% | -91.9% |
| All | +11.1% | +356.1% | -345.0% | -86.9% |
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