-73.5%
RGP vs VT
+224.4%
-297.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.2% |
| 7D | +1.5% | -0.7% | +2.2% | +2.1% |
| 30D | -2.5% | -1.7% | -0.7% | -0.9% |
| 3M | -33.4% | -2.3% | -31.1% | -32.0% |
| 6M | -35.1% | +1.5% | -36.7% | -36.3% |
| YTD | -42.9% | +12.0% | -54.9% | -49.3% |
| 1Y | -35.6% | +12.9% | -48.5% | -43.3% |
| 3Y | -76.2% | +74.9% | -151.2% | -86.2% |
| 5Y | -81.2% | +59.9% | -141.1% | -88.1% |
| 10Y | -73.5% | +224.6% | -298.1% | -92.2% |
| All | -73.5% | +224.4% | -297.9% | -92.2% |
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