-9.4%
RFMZ vs VT
+75.0%
-84.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | 0.0% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | +3.9% | -5.8% | +9.7% | +5.6% |
| 3M | -6.4% | -5.2% | -1.1% | -5.0% |
| 6M | -4.0% | +0.1% | -4.2% | -4.2% |
| YTD | +0.8% | +8.2% | -7.4% | -1.6% |
| 1Y | -0.9% | +10.1% | -11.0% | -3.8% |
| 3Y | +21.7% | +69.7% | -48.0% | +3.9% |
| 5Y | -15.0% | +53.4% | -68.3% | -26.8% |
| All | -9.4% | +75.0% | -84.4% | -23.1% |
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