+596.2%
RFV vs VT
+363.9%
+232.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -1.0% |
| 7D | +2.2% | -0.3% | +2.6% | +2.5% |
| 30D | +2.3% | -1.4% | +3.8% | +3.7% |
| 3M | -1.5% | -1.4% | -0.1% | -0.3% |
| 6M | +8.6% | +5.5% | +3.1% | +2.4% |
| YTD | +18.3% | +12.8% | +5.5% | +3.8% |
| 1Y | +21.7% | +15.4% | +6.3% | +4.4% |
| 3Y | +58.2% | +76.9% | -18.6% | -11.3% |
| 5Y | +68.4% | +60.4% | +8.0% | +4.6% |
| 10Y | +230.0% | +232.8% | -2.8% | +5.4% |
| All | +596.2% | +363.9% | +232.3% | +77.0% |
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