-40.5%
RPD vs VT
+218.5%
-259.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.8% |
| 7D | -14.9% | -0.3% | -14.6% | -14.6% |
| 30D | +21.7% | -1.4% | +23.1% | +24.0% |
| 3M | +39.5% | -1.4% | +40.9% | +41.9% |
| 6M | +131.7% | +5.5% | +126.3% | +114.6% |
| YTD | -1.1% | +12.8% | -13.9% | -17.4% |
| 1Y | -15.5% | +15.4% | -30.9% | -31.7% |
| 3Y | -70.7% | +76.9% | -147.6% | -86.5% |
| 5Y | -89.0% | +60.4% | -149.4% | -94.0% |
| 10Y | +12.5% | +232.8% | -220.3% | -75.9% |
| All | -40.5% | +218.5% | -259.0% | -85.1% |
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