-55.8%
RPT vs VT
+221.8%
-277.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.2% |
| 7D | -2.2% | +2.4% | -4.5% | -4.2% |
| 30D | +4.4% | -1.5% | +5.9% | +5.9% |
| 3M | -14.8% | -4.1% | -10.7% | -11.4% |
| 6M | -21.0% | +0.6% | -21.5% | -21.8% |
| YTD | -28.1% | +11.0% | -39.1% | -35.7% |
| 1Y | -19.9% | +13.3% | -33.2% | -30.0% |
| 3Y | -47.1% | +73.4% | -120.5% | -69.4% |
| 5Y | -75.3% | +57.4% | -132.8% | -84.4% |
| All | -55.8% | +221.8% | -277.6% | -85.0% |
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