+65.0%
RRC vs VT
+221.8%
-156.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | +6.4% | +2.4% | +4.0% | +3.6% |
| 30D | +23.9% | -1.5% | +25.4% | +25.6% |
| 3M | +30.2% | -4.1% | +34.3% | +35.7% |
| 6M | +26.3% | +0.6% | +25.7% | +23.5% |
| YTD | +48.1% | +11.0% | +37.0% | +27.2% |
| 1Y | +37.7% | +13.3% | +24.3% | +15.3% |
| 3Y | +60.3% | +73.4% | -13.1% | -20.0% |
| 5Y | +135.3% | +57.4% | +77.9% | +32.4% |
| All | +65.0% | +221.8% | -156.8% | -63.5% |
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 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