-43.8%
RPT vs VT
+234.8%
-278.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +5.5% | +1.0% | +4.5% | +4.6% |
| 3M | -7.1% | +2.4% | -9.5% | -9.3% |
| 6M | -9.4% | +12.0% | -21.4% | -18.6% |
| YTD | -16.3% | +15.3% | -31.6% | -26.8% |
| 1Y | -8.9% | +22.6% | -31.4% | -24.8% |
| 3Y | -55.9% | +74.7% | -130.6% | -73.3% |
| 5Y | -70.3% | +66.1% | -136.5% | -81.4% |
| 10Y | -48.7% | +225.0% | -273.7% | -79.5% |
| All | -43.8% | +234.8% | -278.6% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling