-99.8%
RTB vs VT
+53.4%
-153.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.8% |
| 7D | -18.1% | -2.3% | -15.7% | -14.7% |
| 30D | -27.9% | -5.0% | -22.9% | -21.2% |
| 3M | -61.8% | -4.9% | -56.9% | -58.2% |
| 6M | -13.6% | -1.5% | -12.1% | -9.8% |
| YTD | +8.6% | +8.5% | +0.1% | -1.6% |
| 1Y | -40.1% | +11.4% | -51.5% | -47.8% |
| 3Y | -91.0% | +70.1% | -161.1% | -95.7% |
| All | -99.8% | +53.4% | -153.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling