-100.0%
RETO vs VT
+158.3%
-258.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | +1.7% | +18.9% | +20.1% |
| 7D | +403.2% | -0.3% | +403.5% | +404.6% |
| 30D | +104.1% | -1.4% | +105.5% | +105.6% |
| 3M | -93.1% | -1.4% | -91.7% | -93.3% |
| 6M | -91.9% | +5.5% | -97.3% | -92.3% |
| YTD | -97.4% | +12.8% | -110.2% | -97.6% |
| 1Y | -98.4% | +15.4% | -113.8% | -98.6% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +158.3% | -258.3% | -100.0% |
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