+212.5%
RRX vs VT
+222.7%
-10.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +2.8% |
| 30D | -11.1% | +1.0% | -12.1% | -12.3% |
| 3M | -23.7% | +2.4% | -26.1% | -25.6% |
| 6M | -22.0% | +12.0% | -34.0% | -31.9% |
| YTD | +16.5% | +15.3% | +1.1% | -2.2% |
| 1Y | +11.5% | +22.6% | -11.1% | -13.3% |
| 3Y | +1.5% | +74.7% | -73.2% | -48.7% |
| 5Y | +18.3% | +66.1% | -47.9% | -35.6% |
| All | +212.5% | +222.7% | -10.3% | -28.8% |
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