+1,792.8%
RGC vs VT
+65.1%
+1,727.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.8% |
| 7D | -15.0% | -0.1% | -14.8% | -15.0% |
| 30D | -28.8% | -3.1% | -25.8% | -27.7% |
| 3M | -0.9% | -3.5% | +2.6% | +1.0% |
| 6M | -82.1% | +0.5% | -82.6% | -82.1% |
| YTD | -75.1% | +10.8% | -85.9% | -76.1% |
| 1Y | -62.2% | +11.9% | -74.1% | -63.8% |
| 3Y | +1,233.8% | +73.0% | +1,160.9% | +927.3% |
| 5Y | +819.7% | +58.6% | +761.1% | +1,030.5% |
| All | +1,792.8% | +65.1% | +1,727.7% | +1,645.0% |
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 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