+193.5%
RNR vs VT
+222.7%
-29.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +0.1% | +2.9% | -2.8% | -1.6% |
| 30D | +4.1% | -2.5% | +6.6% | +5.5% |
| 3M | +11.9% | -3.3% | +15.2% | +13.8% |
| 6M | +20.0% | +1.5% | +18.5% | +17.6% |
| YTD | +26.6% | +11.4% | +15.3% | +16.2% |
| 1Y | +33.9% | +11.9% | +22.0% | +22.4% |
| 3Y | +71.9% | +73.9% | -2.0% | +14.0% |
| 5Y | +134.9% | +57.9% | +77.0% | +66.1% |
| All | +193.5% | +222.7% | -29.2% | +25.7% |
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