+341.6%
RNST vs VT
+363.9%
-22.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | +2.5% | -1.4% | +3.9% | +4.0% |
| 3M | -7.7% | -1.4% | -6.4% | -6.5% |
| 6M | +4.3% | +5.5% | -1.2% | -2.4% |
| YTD | +17.5% | +12.8% | +4.6% | +1.8% |
| 1Y | +23.0% | +15.4% | +7.6% | +3.9% |
| 3Y | +61.7% | +76.9% | -15.2% | -13.8% |
| 5Y | +20.1% | +60.4% | -40.3% | -29.4% |
| 10Y | +59.9% | +232.8% | -172.8% | -57.7% |
| All | +341.6% | +363.9% | -22.3% | -15.0% |
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 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