-68.6%
RGP vs VT
+75.0%
-143.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -3.4% | +0.4% | -3.9% | -3.9% |
| 30D | -7.8% | +1.0% | -8.7% | -8.7% |
| 3M | -8.2% | +2.4% | -10.6% | -10.7% |
| 6M | +11.2% | +12.0% | -0.8% | -2.2% |
| YTD | -15.7% | +15.3% | -31.1% | -28.5% |
| 1Y | -15.0% | +22.6% | -37.5% | -33.1% |
| All | -68.6% | +75.0% | -143.6% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling