+494.7%
RFG vs VT
+374.2%
+120.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | -1.2% | +1.0% | -2.2% | -2.1% |
| 3M | -5.3% | +2.4% | -7.7% | -7.4% |
| 6M | +5.3% | +12.0% | -6.7% | -5.9% |
| YTD | +16.1% | +15.3% | +0.7% | +0.6% |
| 1Y | +19.8% | +22.6% | -2.8% | -2.3% |
| 3Y | +49.6% | +74.7% | -25.0% | -13.9% |
| 5Y | +35.3% | +66.1% | -30.8% | -16.9% |
| 10Y | +149.9% | +225.0% | -75.1% | -16.5% |
| All | +494.7% | +374.2% | +120.5% | +33.9% |
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