-77.6%
RMCO vs VT
+71.0%
-148.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.2% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -12.7% | -2.6% | -10.2% | -11.6% |
| 3M | -24.9% | -3.2% | -21.7% | -23.7% |
| 6M | -21.6% | +0.9% | -22.5% | -21.6% |
| YTD | -28.9% | +11.3% | -40.2% | -31.5% |
| 1Y | -34.9% | +14.0% | -48.9% | -37.8% |
| 3Y | -65.1% | +75.8% | -141.0% | -68.4% |
| 5Y | -77.9% | +57.8% | -135.7% | -80.0% |
| All | -77.6% | +71.0% | -148.7% | -79.8% |
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