-47.0%
RFL vs VT
+159.7%
-206.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | +26.1% | +1.0% | +25.1% | +24.7% |
| 3M | +84.2% | +2.4% | +81.8% | +78.7% |
| 6M | +76.6% | +12.0% | +64.5% | +53.0% |
| YTD | +116.9% | +15.3% | +101.6% | +80.9% |
| 1Y | +76.6% | +22.6% | +54.0% | +35.9% |
| 3Y | +18.0% | +74.7% | -56.7% | -43.6% |
| 5Y | -93.6% | +66.1% | -159.7% | -96.8% |
| All | -47.0% | +159.7% | -206.7% | -86.5% |
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 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