+429.0%
RFIL vs VT
+224.5%
+204.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | -21.3% | +1.0% | -22.3% | -21.9% |
| 3M | -42.9% | +2.4% | -45.3% | -43.5% |
| 6M | -16.9% | +12.0% | -28.9% | -22.5% |
| YTD | +81.8% | +15.3% | +66.5% | +66.5% |
| 1Y | +47.6% | +22.6% | +25.0% | +29.9% |
| 3Y | +178.0% | +74.7% | +103.4% | +90.3% |
| 5Y | +24.2% | +66.1% | -41.9% | -12.3% |
| All | +429.0% | +224.5% | +204.5% | +150.9% |
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 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