-37.0%
RNW vs VT
+92.9%
-129.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +12.4% | +1.0% | +11.5% | +11.2% |
| 3M | +8.9% | +2.4% | +6.5% | +6.2% |
| 6M | +26.5% | +12.0% | +14.5% | +12.7% |
| YTD | +21.6% | +15.3% | +6.3% | +5.0% |
| 1Y | -10.1% | +22.6% | -32.7% | -27.4% |
| 3Y | +14.1% | +74.7% | -60.6% | -38.7% |
| 5Y | -33.6% | +66.1% | -99.8% | -62.4% |
| All | -37.0% | +92.9% | -129.9% | -69.3% |
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