-100.0%
RIME vs VT
+221.8%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.7% | -0.3% | -26.4% | -26.6% |
| 7D | +22.2% | +2.4% | +19.9% | +21.6% |
| 30D | -15.4% | -1.5% | -13.9% | -15.0% |
| 3M | -75.6% | -4.1% | -71.4% | -75.3% |
| 6M | -84.1% | +0.6% | -84.6% | -84.0% |
| YTD | -89.1% | +11.0% | -100.1% | -89.3% |
| 1Y | -94.4% | +13.3% | -107.8% | -94.5% |
| 3Y | -99.9% | +73.4% | -173.3% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +221.8% | -321.8% | -100.0% |
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