+7.9%
RMM vs VT
+139.2%
-131.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +6.3% | -1.4% | +7.7% | +6.9% |
| 3M | -6.6% | -1.4% | -5.2% | -6.1% |
| 6M | -1.6% | +5.5% | -7.1% | -3.8% |
| YTD | +3.4% | +12.8% | -9.5% | -1.8% |
| 1Y | +0.5% | +15.4% | -14.9% | -5.5% |
| 3Y | +20.7% | +76.9% | -56.1% | -6.3% |
| 5Y | -3.5% | +60.4% | -63.9% | -22.1% |
| All | +7.9% | +139.2% | -131.3% | -35.2% |
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