-89.8%
RJET vs VT
+154.9%
-244.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -2.6% | +0.4% | -3.1% | -3.3% |
| 30D | -17.1% | +1.0% | -18.1% | -18.4% |
| 3M | +1.2% | +2.4% | -1.2% | -2.7% |
| 6M | -12.8% | +12.0% | -24.8% | -27.3% |
| YTD | -2.4% | +15.3% | -17.8% | -22.5% |
| 1Y | -14.7% | +22.6% | -37.3% | -38.9% |
| 3Y | -14.7% | +74.7% | -89.3% | -66.3% |
| 5Y | -84.8% | +66.1% | -150.9% | -93.2% |
| All | -89.8% | +154.9% | -244.8% | -97.7% |
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