-10.2%
RMR vs VT
+223.7%
-233.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -1.5% |
| 7D | -7.4% | +0.4% | -7.7% | -7.7% |
| 30D | -8.8% | -2.6% | -6.2% | -6.6% |
| 3M | -17.0% | -3.2% | -13.7% | -14.4% |
| 6M | -18.4% | +0.9% | -19.3% | -19.7% |
| YTD | +17.1% | +11.3% | +5.8% | +4.4% |
| 1Y | +10.0% | +14.0% | -4.0% | -4.3% |
| 3Y | -7.9% | +75.8% | -83.8% | -49.2% |
| 5Y | -35.4% | +57.8% | -93.2% | -60.3% |
| 10Y | -10.2% | +219.8% | -230.0% | -72.0% |
| All | -10.2% | +223.7% | -233.9% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling