+64.5%
RGR vs VT
+224.4%
-159.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +5.8% | -0.7% | +6.5% | +6.1% |
| 30D | +20.2% | -1.7% | +22.0% | +21.3% |
| 3M | +41.8% | -2.3% | +44.1% | +43.5% |
| 6M | +41.7% | +1.5% | +40.2% | +40.8% |
| YTD | +63.5% | +12.0% | +51.4% | +55.0% |
| 1Y | +68.2% | +12.9% | +55.4% | +59.1% |
| 3Y | +22.6% | +74.9% | -52.3% | -4.7% |
| 5Y | -11.3% | +59.9% | -71.2% | -29.3% |
| 10Y | +64.5% | +224.6% | -160.2% | +7.4% |
| All | +64.5% | +224.4% | -159.9% | +7.4% |
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