-87.9%
RJET vs VT
+147.7%
-235.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -2.2% |
| 7D | +4.1% | -0.7% | +4.8% | +5.2% |
| 30D | +25.8% | -1.7% | +27.6% | +29.6% |
| 3M | +2.4% | -2.3% | +4.7% | +6.3% |
| 6M | -5.0% | +1.5% | -6.5% | -7.0% |
| YTD | +16.2% | +12.0% | +4.1% | -3.2% |
| 1Y | -15.8% | +12.9% | -28.7% | -30.8% |
| 3Y | +202.7% | +74.9% | +127.7% | +17.7% |
| 5Y | -83.5% | +59.9% | -143.5% | -92.1% |
| All | -87.9% | +147.7% | -235.6% | -97.1% |
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 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