-0.3%
RMR vs VT
+222.7%
-223.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.5% | +0.4% | 0.0% | 0.0% |
| 30D | +3.2% | +1.0% | +2.2% | +2.2% |
| 3M | -1.8% | +2.4% | -4.2% | -4.5% |
| 6M | +18.7% | +12.0% | +6.7% | +5.6% |
| YTD | +41.7% | +15.3% | +26.4% | +22.3% |
| 1Y | +29.6% | +22.6% | +7.0% | +4.9% |
| 3Y | +2.7% | +74.7% | -72.0% | -42.7% |
| 5Y | -23.0% | +66.1% | -89.1% | -54.9% |
| All | -0.3% | +222.7% | -223.1% | -71.5% |
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