-97.4%
RTB vs VT
+400.7%
-498.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -7.6% |
| 7D | -15.7% | -0.3% | -15.4% | -15.6% |
| 30D | -25.6% | -1.4% | -24.2% | -25.0% |
| 3M | -60.5% | -1.4% | -59.1% | -60.1% |
| 6M | -7.7% | +5.5% | -13.1% | -9.7% |
| YTD | +18.0% | +12.8% | +5.2% | +12.1% |
| 1Y | -42.8% | +15.4% | -58.2% | -46.2% |
| 3Y | -89.4% | +76.9% | -166.3% | -91.6% |
| 5Y | -99.8% | +60.4% | -160.2% | -99.8% |
| 10Y | -89.5% | +232.8% | -322.3% | -91.0% |
| All | -97.4% | +400.7% | -498.0% | -97.1% |
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