-3.6%
RFMZ vs VT
+86.4%
-90.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | -0.3% | +1.0% | -1.3% | -0.6% |
| 3M | -1.2% | +2.4% | -3.6% | -2.0% |
| 6M | +2.8% | +12.0% | -9.2% | -0.6% |
| YTD | +7.4% | +15.3% | -8.0% | +2.9% |
| 1Y | +10.4% | +22.6% | -12.2% | +4.0% |
| 3Y | +18.1% | +74.7% | -56.6% | -0.1% |
| 5Y | -13.4% | +66.1% | -79.6% | -27.2% |
| All | -3.6% | +86.4% | -90.0% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling