-30.6%
RETL vs VT
+224.4%
-254.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -3.9% |
| 7D | -4.9% | -0.7% | -4.2% | -2.5% |
| 30D | +27.6% | -1.7% | +29.4% | +35.3% |
| 3M | +2.8% | -2.3% | +5.1% | +10.9% |
| 6M | +29.5% | +1.5% | +28.0% | +21.7% |
| YTD | +6.2% | +12.0% | -5.8% | -27.3% |
| 1Y | +21.1% | +12.9% | +8.2% | -18.7% |
| 3Y | +86.5% | +74.9% | +11.6% | -65.4% |
| 5Y | -80.4% | +59.9% | -140.3% | -92.8% |
| 10Y | -30.6% | +224.6% | -255.2% | -95.4% |
| All | -30.6% | +224.4% | -254.9% | -95.4% |
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