-98.2%
RMSG vs VT
+63.8%
-162.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -4.0% |
| 7D | -15.2% | -4.2% | -11.1% | -12.9% |
| 30D | -45.2% | -5.8% | -39.4% | -43.2% |
| 3M | -52.4% | -5.2% | -47.2% | -50.8% |
| 6M | -87.2% | +0.1% | -87.3% | -87.5% |
| YTD | -86.8% | +8.2% | -95.0% | -87.6% |
| 1Y | -91.2% | +10.1% | -101.4% | -91.8% |
| 3Y | -98.4% | +69.7% | -168.1% | -98.6% |
| 5Y | -98.2% | +53.4% | -151.6% | -98.4% |
| All | -98.2% | +63.8% | -162.0% | -98.4% |
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 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