-75.0%
RSKD vs VT
+70.7%
-145.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.0% | -6.0% |
| 7D | +3.2% | +0.4% | +2.7% | +2.6% |
| 30D | +24.2% | +1.0% | +23.3% | +22.9% |
| 3M | +35.3% | +2.4% | +33.0% | +30.5% |
| 6M | +47.3% | +12.0% | +35.3% | +24.8% |
| YTD | +31.0% | +15.3% | +15.6% | +6.2% |
| 1Y | +42.5% | +22.6% | +19.9% | +5.4% |
| 3Y | +29.9% | +74.7% | -44.7% | -43.1% |
| 5Y | -82.4% | +66.1% | -148.5% | -90.6% |
| All | -75.0% | +70.7% | -145.6% | -87.1% |
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