+133.4%
RPM vs VT
+224.5%
-91.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -9.6% | +1.0% | -10.6% | -10.5% |
| 3M | +1.8% | +2.4% | -0.5% | -0.7% |
| 6M | -2.1% | +12.0% | -14.1% | -12.4% |
| YTD | +3.0% | +15.3% | -12.3% | -10.5% |
| 1Y | -14.0% | +22.6% | -36.5% | -29.8% |
| 3Y | +11.1% | +74.7% | -63.6% | -36.2% |
| 5Y | +41.5% | +66.1% | -24.6% | -14.9% |
| All | +133.4% | +224.5% | -91.0% | -34.0% |
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