+617.0%
RGA vs VT
+426.6%
+190.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.1% | +0.4% | +2.7% | +2.7% |
| 30D | +7.6% | +1.0% | +6.6% | +6.5% |
| 3M | +28.4% | +2.4% | +26.1% | +24.6% |
| 6M | +21.1% | +12.0% | +9.1% | +6.8% |
| YTD | +26.1% | +15.3% | +10.7% | +7.8% |
| 1Y | +30.4% | +22.6% | +7.9% | +4.5% |
| 3Y | +92.4% | +74.7% | +17.7% | +7.0% |
| 5Y | +139.1% | +66.1% | +72.9% | +38.6% |
| 10Y | +184.5% | +225.0% | -40.5% | -12.0% |
| All | +617.0% | +426.6% | +190.4% | +31.5% |
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