-15.9%
RFIL vs VT
+53.2%
-69.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.1% | -8.4% | -8.4% |
| 7D | -17.6% | -4.2% | -13.4% | -13.8% |
| 30D | -24.4% | -5.8% | -18.6% | -19.4% |
| 3M | -51.0% | -5.2% | -45.7% | -47.9% |
| 6M | -54.5% | +0.1% | -54.7% | -53.4% |
| YTD | +13.3% | +8.2% | +5.1% | +10.8% |
| 1Y | -12.9% | +10.1% | -23.0% | -15.7% |
| 3Y | +127.4% | +69.7% | +57.8% | +74.4% |
| 5Y | -15.9% | +53.4% | -69.3% | -26.2% |
| All | -15.9% | +53.2% | -69.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling