+101.2%
RM vs VT
+76.6%
+24.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | -0.1% |
| 7D | +17.4% | -0.3% | +17.7% | +17.7% |
| 30D | +20.5% | -1.4% | +22.0% | +22.4% |
| 3M | +17.8% | -1.4% | +19.2% | +19.5% |
| 6M | +18.7% | +5.5% | +13.2% | +9.4% |
| YTD | +4.7% | +12.8% | -8.2% | -11.7% |
| 1Y | +3.7% | +15.4% | -11.8% | -15.0% |
| All | +101.2% | +76.6% | +24.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling