-100.0%
RIME vs VT
+53.2%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -9.5% |
| 7D | -27.3% | -4.2% | -23.1% | -25.9% |
| 30D | -50.0% | -5.8% | -44.2% | -48.8% |
| 3M | -80.0% | -5.2% | -74.8% | -79.6% |
| 6M | -90.9% | +0.1% | -91.0% | -90.9% |
| YTD | -92.1% | +8.2% | -100.3% | -92.2% |
| 1Y | -96.1% | +10.1% | -106.2% | -96.1% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +53.2% | -153.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling