+423.8%
RFIL vs VT
+231.8%
+192.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.1% |
| 7D | -2.6% | -0.3% | -2.3% | -2.4% |
| 30D | -11.2% | -1.4% | -9.7% | -9.9% |
| 3M | -45.4% | -1.4% | -44.0% | -44.5% |
| 6M | -46.3% | +5.5% | -51.8% | -47.8% |
| YTD | +29.4% | +12.8% | +16.6% | +21.1% |
| 1Y | -1.4% | +15.4% | -16.9% | -9.3% |
| 3Y | +159.7% | +76.9% | +82.9% | +76.2% |
| 5Y | -4.0% | +60.4% | -64.4% | -30.3% |
| 10Y | +423.8% | +232.8% | +191.0% | +149.9% |
| All | +423.8% | +231.8% | +192.0% | +149.9% |
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