-97.1%
RTB vs VT
+75.0%
-172.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -11.9% | +0.4% | -12.4% | -12.8% |
| 30D | -32.3% | +1.0% | -33.2% | -33.6% |
| 3M | +215.2% | +2.4% | +212.8% | +206.0% |
| 6M | +106.9% | +12.0% | +94.9% | +70.1% |
| YTD | +104.3% | +15.3% | +88.9% | +61.1% |
| 1Y | +12.7% | +22.6% | -9.9% | -18.5% |
| All | -97.1% | +75.0% | -172.1% | -98.7% |
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