+259.0%
RPG vs VT
+224.5%
+34.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.2% | +0.4% | +0.7% | +0.6% |
| 30D | -1.6% | +1.0% | -2.6% | -2.7% |
| 3M | -4.9% | +2.4% | -7.2% | -7.1% |
| 6M | +17.5% | +12.0% | +5.5% | +3.1% |
| YTD | +23.8% | +15.3% | +8.5% | +5.0% |
| 1Y | +23.1% | +22.6% | +0.6% | -2.9% |
| 3Y | +85.1% | +74.7% | +10.4% | -3.1% |
| 5Y | +44.4% | +66.1% | -21.7% | -18.8% |
| All | +259.0% | +224.5% | +34.5% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling