-90.3%
RTB vs VT
+223.7%
-314.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -3.2% |
| 7D | -14.0% | +0.4% | -14.4% | -14.4% |
| 30D | -25.0% | -2.6% | -22.4% | -21.8% |
| 3M | -64.0% | -3.2% | -60.8% | -62.1% |
| 6M | -7.5% | +0.9% | -8.4% | -7.4% |
| YTD | +9.2% | +11.3% | -2.1% | -3.5% |
| 1Y | -41.8% | +14.0% | -55.8% | -50.2% |
| 3Y | -91.0% | +75.8% | -166.9% | -95.6% |
| 5Y | -99.8% | +57.8% | -157.6% | -99.9% |
| 10Y | -90.3% | +219.8% | -310.1% | -98.1% |
| All | -90.3% | +223.7% | -314.0% | -98.1% |
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 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