+731.4%
RETL vs VT
+456.4%
+275.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | +1.8% | +0.4% | +1.3% | +0.5% |
| 30D | -13.7% | +1.0% | -14.7% | -15.9% |
| 3M | +9.3% | +2.4% | +6.9% | +1.9% |
| 6M | -4.4% | +12.0% | -16.4% | -28.9% |
| YTD | -5.4% | +15.3% | -20.7% | -34.5% |
| 1Y | -16.6% | +22.6% | -39.2% | -50.0% |
| 3Y | +26.9% | +74.7% | -47.8% | -64.2% |
| 5Y | -79.7% | +66.1% | -145.8% | -90.7% |
| 10Y | -43.6% | +225.0% | -268.6% | -89.4% |
| All | +731.4% | +456.4% | +275.0% | -16.5% |
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