-86.9%
RMCF vs VT
+345.0%
-431.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.1% | -5.6% |
| 7D | -6.0% | -4.2% | -1.9% | -4.4% |
| 30D | -15.2% | -5.8% | -9.4% | -13.3% |
| 3M | -7.1% | -5.2% | -1.9% | -5.1% |
| 6M | -70.7% | +0.1% | -70.8% | -70.6% |
| YTD | -58.9% | +8.2% | -67.2% | -59.9% |
| 1Y | -53.8% | +10.1% | -64.0% | -55.2% |
| 3Y | -81.0% | +69.7% | -150.6% | -84.1% |
| 5Y | -91.3% | +53.4% | -144.7% | -92.6% |
| 10Y | -90.8% | +219.2% | -310.0% | -93.9% |
| All | -86.9% | +345.0% | -431.9% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling