+63.8%
RRC vs VT
+222.7%
-158.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | +2.5% | +2.9% | -0.4% | -0.7% |
| 30D | +21.1% | -2.5% | +23.6% | +24.2% |
| 3M | +28.4% | -3.3% | +31.7% | +32.6% |
| 6M | +26.5% | +1.5% | +24.9% | +22.3% |
| YTD | +47.0% | +11.4% | +35.7% | +25.9% |
| 1Y | +35.2% | +11.9% | +23.3% | +15.0% |
| 3Y | +61.0% | +73.9% | -12.9% | -19.9% |
| 5Y | +133.6% | +57.9% | +75.7% | +31.0% |
| All | +63.8% | +222.7% | -158.9% | -63.9% |
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