-78.1%
RMCO vs VT
+70.2%
-148.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -4.5% | -0.1% | -4.3% | -4.3% |
| 30D | -14.7% | -3.1% | -11.7% | -13.4% |
| 3M | -29.8% | -3.5% | -26.3% | -28.5% |
| 6M | -23.4% | +0.5% | -23.9% | -23.2% |
| YTD | -30.5% | +10.8% | -41.3% | -32.9% |
| 1Y | -30.9% | +11.9% | -42.8% | -33.5% |
| 3Y | -61.9% | +73.0% | -134.9% | -65.5% |
| 5Y | -78.4% | +58.6% | -137.0% | -80.4% |
| All | -78.1% | +70.2% | -148.4% | -80.2% |
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