+23.7%
RSI vs VT
+160.2%
-136.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -5.4% |
| 7D | +6.2% | +0.4% | +5.9% | +5.2% |
| 30D | -35.9% | -2.6% | -33.3% | -33.3% |
| 3M | -51.3% | -3.2% | -48.1% | -49.0% |
| 6M | -56.3% | +0.9% | -57.3% | -57.9% |
| YTD | -37.7% | +11.3% | -49.0% | -49.4% |
| 1Y | -29.8% | +14.0% | -43.8% | -45.4% |
| 3Y | +181.6% | +75.8% | +105.8% | +5.0% |
| 5Y | -38.7% | +57.8% | -96.5% | -71.9% |
| All | +23.7% | +160.2% | -136.5% | -50.6% |
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