+94.3%
RM vs VT
+224.5%
-130.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.5% | +0.4% | +3.0% | +2.9% |
| 30D | +4.6% | +1.0% | +3.6% | +3.3% |
| 3M | -5.4% | +2.4% | -7.8% | -9.4% |
| 6M | +1.1% | +12.0% | -10.9% | -13.5% |
| YTD | -10.8% | +15.3% | -26.1% | -26.3% |
| 1Y | -20.4% | +22.6% | -43.0% | -39.0% |
| 3Y | +32.8% | +74.7% | -41.9% | -34.2% |
| 5Y | -29.9% | +66.1% | -96.0% | -62.7% |
| All | +94.3% | +224.5% | -130.1% | -50.6% |
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 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