+881.4%
RETL vs VT
+444.3%
+437.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.7% | +14.9% | +12.1% |
| 7D | +24.2% | -0.3% | +24.5% | +25.7% |
| 30D | +39.9% | -1.4% | +41.4% | +45.2% |
| 3M | -1.4% | -1.4% | 0.0% | +2.4% |
| 6M | +26.1% | +5.5% | +20.6% | +8.9% |
| YTD | +11.7% | +12.8% | -1.1% | -18.0% |
| 1Y | +32.2% | +15.4% | +16.8% | -8.0% |
| 3Y | +75.2% | +76.9% | -1.6% | -52.6% |
| 5Y | -78.9% | +60.4% | -139.3% | -89.6% |
| 10Y | -19.4% | +232.8% | -252.2% | -85.1% |
| All | +881.4% | +444.3% | +437.1% | +4.5% |
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