-34.6%
RETL vs VT
+215.5%
-250.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.4% | -5.9% |
| 7D | +0.9% | -2.3% | +3.2% | +9.5% |
| 30D | +21.5% | -5.0% | +26.5% | +42.9% |
| 3M | -7.0% | -4.9% | -2.1% | +9.1% |
| 6M | +4.3% | -1.5% | +5.8% | +7.9% |
| YTD | -3.0% | +8.5% | -11.5% | -26.4% |
| 1Y | +19.6% | +11.4% | +8.2% | -16.5% |
| 3Y | +55.9% | +70.1% | -14.2% | -68.3% |
| 5Y | -82.2% | +53.7% | -135.9% | -92.6% |
| All | -34.6% | +215.5% | -250.1% | -94.8% |
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