-78.1%
RFL vs VT
+143.7%
-221.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | +4.0% |
| 7D | -5.4% | -4.2% | -1.2% | -0.5% |
| 30D | -28.9% | -5.8% | -23.1% | -23.6% |
| 3M | -47.8% | -5.2% | -42.5% | -44.2% |
| 6M | -16.5% | +0.1% | -16.7% | -17.0% |
| YTD | -10.2% | +8.2% | -18.4% | -19.1% |
| 1Y | -20.3% | +10.1% | -30.4% | -29.9% |
| 3Y | -39.3% | +69.7% | -108.9% | -70.1% |
| 5Y | -85.9% | +53.4% | -139.2% | -91.8% |
| All | -78.1% | +143.7% | -221.8% | -94.0% |
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