-91.2%
RTB vs VT
+69.4%
-160.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.1% | -5.9% | -2.2% |
| 7D | -25.0% | -4.2% | -20.8% | -18.4% |
| 30D | -31.8% | -5.8% | -26.0% | -23.4% |
| 3M | -64.8% | -5.2% | -59.5% | -60.8% |
| 6M | -15.6% | +0.1% | -15.7% | -14.1% |
| YTD | +6.2% | +8.2% | -2.0% | -4.5% |
| 1Y | -41.4% | +10.1% | -51.5% | -48.7% |
| All | -91.2% | +69.4% | -160.6% | -95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling