+55.0%
RRC vs VT
+215.5%
-160.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.2% |
| 7D | -10.8% | -2.3% | -8.5% | -8.6% |
| 30D | +22.3% | -5.0% | +27.3% | +29.0% |
| 3M | +26.6% | -4.9% | +31.5% | +33.1% |
| 6M | +18.9% | -1.5% | +20.5% | +19.1% |
| YTD | +39.2% | +8.5% | +30.7% | +22.8% |
| 1Y | +34.0% | +11.4% | +22.6% | +14.3% |
| 3Y | +42.0% | +70.1% | -28.1% | -27.6% |
| 5Y | +111.9% | +53.7% | +58.1% | +22.6% |
| All | +55.0% | +215.5% | -160.5% | -63.8% |
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