-36.2%
RNW vs VT
+87.4%
-123.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.9% |
| 30D | +1.0% | -1.7% | +2.8% | +2.5% |
| 3M | +1.6% | -2.3% | +3.9% | +3.5% |
| 6M | +23.0% | +1.5% | +21.4% | +20.5% |
| YTD | +23.2% | +12.0% | +11.1% | +9.0% |
| 1Y | -5.4% | +12.9% | -18.3% | -17.1% |
| 3Y | +21.3% | +74.9% | -53.7% | -35.6% |
| 5Y | -26.1% | +59.9% | -86.0% | -56.8% |
| All | -36.2% | +87.4% | -123.6% | -68.1% |
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