+399.0%
RGCO vs VT
+357.8%
+41.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -2.9% | +2.9% | -5.8% | -3.7% |
| 30D | -0.2% | -2.5% | +2.3% | +0.4% |
| 3M | +5.1% | -3.3% | +8.5% | +6.1% |
| 6M | -2.5% | +1.5% | -4.0% | -3.0% |
| YTD | +9.5% | +11.4% | -1.9% | +6.0% |
| 1Y | +9.6% | +11.9% | -2.4% | +5.9% |
| 3Y | +60.6% | +73.9% | -13.3% | +38.7% |
| 5Y | +22.3% | +57.9% | -35.6% | +7.6% |
| 10Y | +89.6% | +222.6% | -133.0% | +45.2% |
| All | +399.0% | +357.8% | +41.2% | +231.3% |
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