-36.5%
RNW vs VT
+81.0%
-117.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +4.0% |
| 7D | +0.9% | -4.2% | +5.0% | +5.0% |
| 30D | +0.9% | -5.8% | +6.7% | +6.7% |
| 3M | +13.4% | -5.2% | +18.7% | +19.1% |
| 6M | +29.3% | +0.1% | +29.2% | +28.5% |
| YTD | +22.7% | +8.2% | +14.4% | +12.4% |
| 1Y | -7.7% | +10.1% | -17.8% | -17.1% |
| 3Y | +15.7% | +69.7% | -54.0% | -36.7% |
| 5Y | -31.3% | +53.4% | -84.7% | -58.2% |
| All | -36.5% | +81.0% | -117.5% | -67.1% |
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 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