-84.6%
RFL vs VT
+57.4%
-142.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +1.3% |
| 7D | +8.0% | +0.4% | +7.6% | +7.4% |
| 30D | -32.5% | -2.6% | -29.9% | -30.8% |
| 3M | -47.3% | -3.2% | -44.1% | -45.5% |
| 6M | -15.6% | +0.9% | -16.6% | -16.5% |
| YTD | -8.5% | +11.3% | -19.8% | -18.1% |
| 1Y | -16.3% | +14.0% | -30.3% | -27.0% |
| 3Y | -37.8% | +75.8% | -113.6% | -66.5% |
| 5Y | -84.6% | +57.8% | -142.5% | -88.5% |
| All | -84.6% | +57.4% | -142.0% | -88.5% |
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