-96.9%
RPID vs VT
+66.2%
-163.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -9.3% |
| 7D | +8.2% | +2.9% | +5.3% | +4.2% |
| 30D | -23.2% | -2.5% | -20.7% | -19.6% |
| 3M | -60.3% | -3.3% | -57.0% | -57.8% |
| 6M | -74.0% | +1.5% | -75.5% | -74.4% |
| YTD | -76.9% | +11.4% | -88.2% | -79.7% |
| 1Y | -83.8% | +11.9% | -95.7% | -86.0% |
| 3Y | -31.0% | +73.9% | -104.8% | -66.0% |
| 5Y | -96.1% | +57.9% | -154.0% | -97.6% |
| All | -96.9% | +66.2% | -163.0% | -98.3% |
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