-36.4%
RNW vs VT
+86.2%
-122.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.4% |
| 7D | +1.3% | +0.4% | +0.9% | +0.7% |
| 30D | +0.9% | -2.6% | +3.5% | +3.2% |
| 3M | +12.5% | -3.2% | +15.7% | +15.7% |
| 6M | +23.5% | +0.9% | +22.5% | +21.7% |
| YTD | +22.8% | +11.3% | +11.5% | +9.5% |
| 1Y | -8.1% | +14.0% | -22.1% | -20.3% |
| 3Y | +18.6% | +75.8% | -57.2% | -37.5% |
| 5Y | -29.7% | +57.8% | -87.5% | -58.5% |
| All | -36.4% | +86.2% | -122.6% | -68.0% |
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 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