-67.4%
RSKD vs VT
+64.7%
-132.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -4.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -0.6% | -2.6% | +2.0% | +3.1% |
| 3M | +58.5% | -3.2% | +61.7% | +66.0% |
| 6M | +77.0% | +0.9% | +76.1% | +73.9% |
| YTD | +70.6% | +11.3% | +59.3% | +45.2% |
| 1Y | +77.4% | +14.0% | +63.4% | +45.5% |
| 3Y | +114.7% | +75.8% | +38.8% | -7.8% |
| 5Y | -57.7% | +57.8% | -115.6% | -75.0% |
| All | -67.4% | +64.7% | -132.1% | -82.3% |
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