-100.0%
RETO vs VT
+147.8%
-247.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.7% |
| 7D | +524.0% | -4.2% | +528.2% | +533.3% |
| 30D | +134.9% | -5.8% | +140.7% | +140.1% |
| 3M | -93.3% | -5.2% | -88.0% | -93.3% |
| 6M | -91.8% | +0.1% | -91.9% | -92.1% |
| YTD | -97.4% | +8.2% | -105.7% | -97.6% |
| 1Y | -98.4% | +10.1% | -108.5% | -98.5% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +147.8% | -247.8% | -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