+20.0%
RFM vs VT
+196.4%
-176.4%
-33.8%
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 | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -2.0% | +1.0% | -3.0% | -2.3% |
| 3M | -1.6% | +2.4% | -4.0% | -2.2% |
| 6M | +0.1% | +12.0% | -11.9% | -2.7% |
| YTD | +6.2% | +15.3% | -9.1% | +2.5% |
| 1Y | +9.9% | +22.6% | -12.7% | +4.6% |
| 3Y | +14.2% | +74.7% | -60.4% | -0.3% |
| 5Y | -8.6% | +66.1% | -74.8% | -21.0% |
| All | +20.0% | +196.4% | -176.4% | +1.3% |
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