+116.0%
RM vs VT
+214.8%
-98.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +0.2% |
| 7D | +3.8% | -4.2% | +7.9% | +9.3% |
| 30D | +14.7% | -5.8% | +20.5% | +23.3% |
| 3M | +16.8% | -5.2% | +22.1% | +24.6% |
| 6M | +9.9% | +0.1% | +9.8% | +8.0% |
| YTD | -0.3% | +8.2% | -8.6% | -11.2% |
| 1Y | -4.7% | +10.1% | -14.8% | -16.8% |
| 3Y | +80.1% | +69.7% | +10.5% | -7.6% |
| 5Y | -24.0% | +53.4% | -77.4% | -55.6% |
| All | +116.0% | +214.8% | -98.8% | -38.5% |
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