+524.9%
RMT vs VT
+346.0%
+178.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.0% |
| 7D | -2.3% | -2.3% | 0.0% | 0.0% |
| 30D | -5.3% | -5.0% | -0.3% | -0.3% |
| 3M | -8.1% | -4.9% | -3.3% | -3.4% |
| 6M | -4.2% | -1.5% | -2.6% | -2.5% |
| YTD | +27.7% | +8.5% | +19.2% | +18.0% |
| 1Y | +34.0% | +11.4% | +22.7% | +20.8% |
| 3Y | +99.1% | +70.1% | +29.1% | +19.3% |
| 5Y | +55.6% | +53.7% | +1.9% | +3.2% |
| 10Y | +293.9% | +220.0% | +73.9% | +31.0% |
| All | +524.9% | +346.0% | +178.9% | +42.9% |
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