+21.1%
RSI vs VT
+159.6%
-138.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +1.0% |
| 7D | -3.4% | +2.4% | -5.8% | -7.0% |
| 30D | -35.9% | -1.5% | -34.4% | -34.4% |
| 3M | -51.8% | -4.1% | -47.7% | -48.7% |
| 6M | -56.1% | +0.6% | -56.6% | -57.4% |
| YTD | -39.0% | +11.0% | -50.0% | -50.2% |
| 1Y | -31.6% | +13.3% | -45.0% | -46.3% |
| 3Y | +175.2% | +73.4% | +101.8% | +5.1% |
| 5Y | -40.1% | +57.4% | -97.5% | -72.5% |
| All | +21.1% | +159.6% | -138.5% | -51.4% |
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