-71.0%
RMCO vs VT
+77.2%
-148.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -2.7% | +0.4% | -3.2% | -2.9% |
| 30D | +16.4% | +1.0% | +15.4% | +16.0% |
| 3M | +8.5% | +2.4% | +6.1% | +7.5% |
| 6M | -31.4% | +12.0% | -43.4% | -34.6% |
| YTD | -7.9% | +15.3% | -23.2% | -12.8% |
| 1Y | +41.3% | +22.6% | +18.7% | +31.6% |
| 3Y | -73.2% | +74.7% | -147.9% | -76.2% |
| 5Y | -71.4% | +66.1% | -137.5% | -74.5% |
| All | -71.0% | +77.2% | -148.2% | -74.3% |
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