+375.9%
RH vs VT
+351.4%
+24.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -1.0% | +0.4% | -1.5% | -1.7% |
| 30D | -24.2% | +1.0% | -25.2% | -25.4% |
| 3M | -3.4% | +2.4% | -5.8% | -6.8% |
| 6M | -2.0% | +12.0% | -14.0% | -18.3% |
| YTD | -17.4% | +15.3% | -32.7% | -34.1% |
| 1Y | -37.1% | +22.6% | -59.7% | -54.5% |
| 3Y | -61.2% | +74.7% | -135.8% | -82.2% |
| 5Y | -78.2% | +66.1% | -144.3% | -88.7% |
| 10Y | +336.8% | +225.0% | +111.8% | +3.7% |
| All | +375.9% | +351.4% | +24.4% | -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 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