-89.2%
RMCF vs VT
+224.5%
-313.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.6% | +0.4% | -12.1% | -11.8% |
| 30D | +17.9% | +1.0% | +16.9% | +17.6% |
| 3M | -42.4% | +2.4% | -44.8% | -42.9% |
| 6M | -61.6% | +12.0% | -73.6% | -63.2% |
| YTD | -47.9% | +15.3% | -63.2% | -50.6% |
| 1Y | -34.4% | +22.6% | -57.0% | -39.0% |
| 3Y | -80.5% | +74.7% | -155.1% | -83.9% |
| 5Y | -87.9% | +66.1% | -154.1% | -90.0% |
| All | -89.2% | +224.5% | -313.7% | -92.6% |
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