+69.1%
RSF vs VT
+143.9%
-74.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.4% | +2.9% | -2.5% | -0.3% |
| 30D | +1.0% | -2.5% | +3.5% | +1.5% |
| 3M | +0.6% | -3.3% | +4.0% | +1.3% |
| 6M | +3.3% | +1.5% | +1.8% | +2.8% |
| YTD | +9.3% | +11.4% | -2.1% | +6.5% |
| 1Y | +8.8% | +11.9% | -3.1% | +5.9% |
| 3Y | +31.3% | +73.9% | -42.6% | +14.7% |
| 5Y | +27.2% | +57.9% | -30.7% | +13.0% |
| All | +69.1% | +143.9% | -74.9% | +29.8% |
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