-100.0%
RETO vs VT
+153.9%
-253.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.7% | 0.0% | -20.7% | -20.7% |
| 7D | +311.0% | -1.6% | +312.6% | +313.4% |
| 30D | +112.9% | -2.5% | +115.4% | +115.1% |
| 3M | -94.3% | -1.3% | -93.0% | -94.4% |
| 6M | -93.4% | +3.1% | -96.5% | -93.7% |
| YTD | -97.8% | +10.9% | -108.8% | -98.0% |
| 1Y | -98.8% | +12.1% | -110.9% | -98.9% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +58.0% | -158.0% | -100.0% |
| All | -100.0% | +153.9% | -253.9% | -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 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