-16.7%
RPC vs VT
+53.2%
-69.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +5.4% |
| 7D | +5.3% | -4.2% | +9.4% | +9.9% |
| 30D | +22.7% | -5.8% | +28.5% | +30.4% |
| 3M | +10.5% | -5.2% | +15.8% | +16.9% |
| 6M | +19.8% | +0.1% | +19.7% | +19.2% |
| YTD | +1.1% | +8.2% | -7.1% | -7.1% |
| 1Y | -5.9% | +10.1% | -16.0% | -15.0% |
| 3Y | +1.5% | +69.7% | -68.1% | -38.5% |
| 5Y | -16.7% | +53.4% | -70.1% | -45.2% |
| All | -16.7% | +53.2% | -69.9% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling