+80.1%
RFI vs VT
+221.4%
-141.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.6% | +1.0% | -1.6% | -1.5% |
| 30D | -2.6% | -0.2% | -2.4% | -2.4% |
| 3M | +1.8% | +4.5% | -2.8% | -2.4% |
| 6M | -0.7% | +14.1% | -14.7% | -12.0% |
| YTD | +7.4% | +14.8% | -7.4% | -5.5% |
| 1Y | +1.7% | +21.2% | -19.5% | -14.9% |
| 3Y | +31.4% | +76.6% | -45.1% | -22.9% |
| 5Y | -1.4% | +66.6% | -68.0% | -39.4% |
| 10Y | +80.1% | +222.3% | -142.1% | -43.2% |
| All | +80.1% | +221.4% | -141.3% | -43.2% |
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