+47.0%
RGR vs VT
+221.8%
-174.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.0% | +2.4% | -1.3% | -0.1% |
| 30D | +17.3% | -1.5% | +18.8% | +18.3% |
| 3M | +34.9% | -4.1% | +39.0% | +37.8% |
| 6M | +29.7% | +0.6% | +29.1% | +29.4% |
| YTD | +56.1% | +11.0% | +45.1% | +48.8% |
| 1Y | +66.0% | +13.3% | +52.6% | +56.7% |
| 3Y | +18.9% | +73.4% | -54.5% | -7.2% |
| 5Y | -16.0% | +57.4% | -73.4% | -32.6% |
| All | +47.0% | +221.8% | -174.7% | -5.7% |
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