+366.8%
RNP vs VT
+345.0%
+21.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +2.2% |
| 7D | +1.0% | -4.2% | +5.1% | +5.3% |
| 30D | +4.9% | -5.8% | +10.7% | +11.3% |
| 3M | -5.3% | -5.2% | -0.1% | -0.2% |
| 6M | -5.3% | +0.1% | -5.5% | -6.3% |
| YTD | +2.8% | +8.2% | -5.4% | -6.5% |
| 1Y | -2.3% | +10.1% | -12.4% | -12.9% |
| 3Y | +33.7% | +69.7% | -36.0% | -25.4% |
| 5Y | +5.6% | +53.4% | -47.8% | -35.0% |
| 10Y | +131.1% | +219.2% | -88.1% | -38.5% |
| All | +366.8% | +345.0% | +21.8% | -25.3% |
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