-100.0%
RNAZ vs VT
+70.5%
-170.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -0.5% |
| 7D | -8.0% | -0.3% | -7.7% | -7.6% |
| 30D | -9.1% | -1.4% | -7.7% | -7.2% |
| 3M | -64.0% | -1.4% | -62.7% | -63.2% |
| 6M | -79.3% | +5.5% | -84.8% | -80.9% |
| YTD | -76.6% | +12.8% | -89.4% | -80.7% |
| 1Y | -83.2% | +15.4% | -98.6% | -86.6% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +70.5% | -170.5% | -100.0% |
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