-78.0%
RGP vs VT
+345.0%
-423.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +1.3% |
| 7D | -7.4% | -4.2% | -3.2% | -3.5% |
| 30D | -28.7% | -5.8% | -22.9% | -24.5% |
| 3M | -40.0% | -5.2% | -34.7% | -36.8% |
| 6M | -36.6% | +0.1% | -36.7% | -36.9% |
| YTD | -45.1% | +8.2% | -53.4% | -49.5% |
| 1Y | -40.9% | +10.1% | -51.0% | -46.6% |
| 3Y | -77.6% | +69.7% | -147.2% | -86.5% |
| 5Y | -82.1% | +53.4% | -135.5% | -88.2% |
| 10Y | -72.7% | +219.2% | -291.9% | -91.1% |
| All | -78.0% | +345.0% | -423.0% | -94.1% |
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 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