-77.2%
RMCO vs VT
+71.1%
-148.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +5.7% | +2.9% | +2.8% | +4.3% |
| 30D | -9.7% | -2.5% | -7.2% | -8.6% |
| 3M | -29.8% | -3.3% | -26.5% | -28.6% |
| 6M | -19.0% | +1.5% | -20.5% | -19.2% |
| YTD | -27.6% | +11.4% | -38.9% | -30.3% |
| 1Y | -31.7% | +11.9% | -43.6% | -34.4% |
| 3Y | -60.3% | +73.9% | -134.2% | -64.1% |
| 5Y | -77.5% | +57.9% | -135.4% | -79.7% |
| All | -77.2% | +71.1% | -148.3% | -79.4% |
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 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