-24.0%
RM vs VT
+53.2%
-77.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -0.2% |
| 7D | +3.8% | -4.2% | +7.9% | +8.8% |
| 30D | +14.7% | -5.8% | +20.5% | +22.6% |
| 3M | +16.8% | -5.2% | +22.1% | +24.0% |
| 6M | +9.9% | +0.1% | +9.8% | +8.0% |
| YTD | -0.3% | +8.2% | -8.6% | -10.7% |
| 1Y | -4.7% | +10.1% | -14.8% | -16.3% |
| 3Y | +80.1% | +69.7% | +10.5% | -3.1% |
| 5Y | -24.0% | +53.4% | -77.4% | -55.4% |
| All | -24.0% | +53.2% | -77.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling