+651.3%
RS vs VT
+345.0%
+306.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -0.9% |
| 7D | -5.8% | -4.2% | -1.7% | -0.4% |
| 30D | +3.1% | -5.8% | +8.9% | +11.6% |
| 3M | -1.4% | -5.2% | +3.9% | +5.7% |
| 6M | +12.0% | +0.1% | +11.9% | +10.9% |
| YTD | +44.8% | +8.2% | +36.6% | +28.6% |
| 1Y | +51.9% | +10.1% | +41.7% | +31.5% |
| 3Y | +63.4% | +69.7% | -6.2% | -22.2% |
| 5Y | +174.6% | +53.4% | +121.2% | +46.9% |
| 10Y | +636.0% | +219.2% | +416.7% | +33.9% |
| All | +651.3% | +345.0% | +306.3% | -16.6% |
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