-96.6%
RPID vs VT
+66.1%
-162.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +2.6% | +11.3% | +10.1% |
| 7D | +3.8% | +0.4% | +3.5% | +3.8% |
| 30D | -18.3% | -2.6% | -15.7% | -14.4% |
| 3M | -57.8% | -3.2% | -54.6% | -55.3% |
| 6M | -72.2% | +0.9% | -73.2% | -72.4% |
| YTD | -74.8% | +11.3% | -86.1% | -78.0% |
| 1Y | -76.5% | +14.0% | -90.5% | -80.1% |
| 3Y | -25.9% | +75.8% | -101.7% | -64.0% |
| 5Y | -96.6% | +57.8% | -154.4% | -97.9% |
| All | -96.6% | +66.1% | -162.7% | -98.1% |
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 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