-90.2%
RGS vs VT
+214.8%
-305.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.4% | -4.1% | -20.4% | -18.9% |
| 7D | -19.4% | -4.2% | -15.2% | -13.2% |
| 30D | -19.3% | -5.8% | -13.5% | -11.2% |
| 3M | -12.6% | -5.2% | -7.4% | -4.8% |
| 6M | -10.3% | +0.1% | -10.4% | -10.0% |
| YTD | -13.5% | +8.2% | -21.7% | -22.4% |
| 1Y | -17.2% | +10.1% | -27.4% | -27.7% |
| 3Y | +100.1% | +69.7% | +30.4% | -4.4% |
| 5Y | -56.5% | +53.4% | -109.9% | -75.9% |
| All | -90.2% | +214.8% | -305.0% | -97.6% |
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