+188.7%
RNR vs VT
+221.4%
-32.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.6% |
| 30D | +0.4% | -0.2% | +0.6% | +0.5% |
| 3M | +14.7% | +4.5% | +10.1% | +11.1% |
| 6M | +8.4% | +14.1% | -5.6% | -1.3% |
| YTD | +15.2% | +14.8% | +0.5% | +4.1% |
| 1Y | +35.2% | +21.2% | +14.0% | +17.5% |
| 3Y | +67.2% | +76.6% | -9.4% | +10.3% |
| 5Y | +117.9% | +66.6% | +51.3% | +49.0% |
| 10Y | +188.7% | +222.3% | -33.5% | +21.6% |
| All | +188.7% | +221.4% | -32.7% | +21.6% |
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