+208.3%
RITM vs VT
+305.6%
-97.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -0.2% | +1.0% | -1.2% | -1.2% |
| 3M | +12.9% | +2.4% | +10.6% | +9.6% |
| 6M | +8.9% | +12.0% | -3.1% | -4.4% |
| YTD | -2.5% | +15.3% | -17.8% | -17.2% |
| 1Y | -11.4% | +22.6% | -34.0% | -29.9% |
| 3Y | +28.7% | +74.7% | -46.0% | -32.1% |
| 5Y | +51.6% | +66.1% | -14.6% | -14.7% |
| 10Y | +94.4% | +225.0% | -130.6% | -40.3% |
| All | +208.3% | +305.6% | -97.3% | -19.6% |
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 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