+84.1%
RITM vs VT
+223.7%
-139.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.7% |
| 30D | +9.3% | -2.6% | +11.9% | +12.4% |
| 3M | -4.7% | -3.2% | -1.5% | -1.2% |
| 6M | +1.4% | +0.9% | +0.5% | -0.6% |
| YTD | -6.0% | +11.3% | -17.3% | -18.2% |
| 1Y | -5.0% | +14.0% | -19.0% | -19.7% |
| 3Y | +29.6% | +75.8% | -46.3% | -36.6% |
| 5Y | +37.5% | +57.8% | -20.4% | -22.2% |
| 10Y | +84.1% | +219.8% | -135.7% | -50.1% |
| All | +84.1% | +223.7% | -139.6% | -50.1% |
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