+517.0%
RMT vs VT
+345.0%
+172.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -0.4% |
| 7D | -5.4% | -4.2% | -1.2% | -1.3% |
| 30D | -8.1% | -5.8% | -2.3% | -2.5% |
| 3M | -10.0% | -5.2% | -4.7% | -5.0% |
| 6M | -4.7% | +0.1% | -4.9% | -4.7% |
| YTD | +26.1% | +8.2% | +17.8% | +16.8% |
| 1Y | +30.2% | +10.1% | +20.0% | +18.7% |
| 3Y | +94.5% | +69.7% | +24.8% | +16.8% |
| 5Y | +53.7% | +53.4% | +0.3% | +2.1% |
| 10Y | +288.9% | +219.2% | +69.7% | +29.6% |
| All | +517.0% | +345.0% | +172.0% | +41.4% |
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