+1,857.9%
RGC vs VT
+67.0%
+1,790.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.9% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | -24.1% | -1.7% | -22.4% | -23.4% |
| 3M | +7.8% | -2.3% | +10.1% | +9.3% |
| 6M | -80.2% | +1.5% | -81.7% | -80.3% |
| YTD | -74.2% | +12.0% | -86.3% | -75.4% |
| 1Y | -62.8% | +12.9% | -75.7% | -64.6% |
| 3Y | +1,279.7% | +74.9% | +1,204.8% | +956.8% |
| 5Y | +780.8% | +59.9% | +720.9% | +1,000.7% |
| All | +1,857.9% | +67.0% | +1,790.9% | +1,695.1% |
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 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