-17.2%
RPC vs VT
+61.2%
-78.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +8.5% | -1.6% | +10.1% | +10.4% |
| 30D | +23.4% | -2.5% | +25.9% | +26.6% |
| 3M | +3.4% | -1.3% | +4.7% | +4.9% |
| 6M | +17.7% | +3.1% | +14.6% | +13.8% |
| YTD | -2.8% | +10.9% | -13.8% | -12.8% |
| 1Y | -7.3% | +12.1% | -19.4% | -17.7% |
| 3Y | -2.4% | +73.9% | -76.3% | -42.1% |
| 5Y | -18.3% | +58.0% | -76.3% | -47.5% |
| All | -17.2% | +61.2% | -78.4% | -47.2% |
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 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