+221.8%
RFIL vs VT
+356.1%
-134.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.3% | -1.6% | +6.0% | +5.3% |
| 30D | -8.6% | -2.5% | -6.1% | -7.2% |
| 3M | -38.3% | -1.3% | -37.0% | -37.6% |
| 6M | -47.9% | +3.1% | -51.0% | -48.1% |
| YTD | +32.9% | +10.9% | +21.9% | +28.9% |
| 1Y | -0.9% | +12.1% | -13.0% | -4.3% |
| 3Y | +166.7% | +73.9% | +92.8% | +111.8% |
| 5Y | -0.4% | +58.0% | -58.4% | -18.0% |
| 10Y | +421.0% | +225.5% | +195.5% | +228.4% |
| All | +221.8% | +356.1% | -134.3% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling