+6.9%
RMMZ vs VT
+67.6%
-60.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +8.1% | -1.4% | +9.5% | +8.3% |
| 3M | -4.3% | -1.4% | -2.9% | -4.1% |
| 6M | -2.2% | +5.5% | -7.7% | -3.0% |
| YTD | +2.4% | +12.8% | -10.4% | +0.5% |
| 1Y | -0.2% | +15.4% | -15.6% | -2.4% |
| 3Y | +25.1% | +76.9% | -51.8% | +14.1% |
| All | +6.9% | +67.6% | -60.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling