+366.4%
RFIL vs VT
+215.5%
+150.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.5% |
| 7D | -13.4% | -2.3% | -11.1% | -11.3% |
| 30D | -22.5% | -5.0% | -17.5% | -18.5% |
| 3M | -49.0% | -4.9% | -44.2% | -46.4% |
| 6M | -55.6% | -1.5% | -54.0% | -54.0% |
| YTD | +15.2% | +8.5% | +6.7% | +12.0% |
| 1Y | -8.1% | +11.4% | -19.5% | -12.4% |
| 3Y | +133.7% | +70.1% | +63.6% | +64.6% |
| 5Y | -14.5% | +53.7% | -68.2% | -35.3% |
| All | +366.4% | +215.5% | +150.9% | +125.1% |
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