+1,754.8%
RGC vs VT
+66.0%
+1,688.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.0% |
| 7D | -2.8% | +2.9% | -5.6% | -4.0% |
| 30D | -37.4% | -2.5% | -34.9% | -36.6% |
| 3M | +1.3% | -3.3% | +4.6% | +3.2% |
| 6M | -80.6% | +1.5% | -82.1% | -80.6% |
| YTD | -75.6% | +11.4% | -87.0% | -76.6% |
| 1Y | -62.5% | +11.9% | -74.4% | -64.2% |
| 3Y | +1,207.0% | +73.9% | +1,133.2% | +904.4% |
| 5Y | +674.7% | +57.9% | +616.8% | +918.2% |
| All | +1,754.8% | +66.0% | +1,688.8% | +1,606.1% |
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