+200.7%
RNR vs VT
+217.6%
-17.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +7.4% | -3.1% | +10.4% | +9.2% |
| 3M | +11.9% | -3.5% | +15.4% | +14.0% |
| 6M | +18.9% | +0.5% | +18.4% | +17.3% |
| YTD | +27.1% | +10.8% | +16.3% | +17.0% |
| 1Y | +33.5% | +11.9% | +21.6% | +22.0% |
| 3Y | +72.5% | +73.0% | -0.5% | +14.8% |
| 5Y | +138.0% | +58.6% | +79.4% | +67.6% |
| 10Y | +200.7% | +219.2% | -18.5% | +30.7% |
| All | +200.7% | +217.6% | -17.0% | +30.7% |
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