+312.4%
RTH vs VT
+215.5%
+96.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +3.4% | -2.3% | +5.8% | +5.4% |
| 30D | +8.5% | -5.0% | +13.4% | +13.0% |
| 3M | +2.0% | -4.9% | +6.9% | +6.1% |
| 6M | +3.5% | -1.5% | +5.1% | +4.2% |
| YTD | +11.3% | +8.5% | +2.8% | +2.8% |
| 1Y | +12.0% | +11.4% | +0.7% | +1.1% |
| 3Y | +64.8% | +70.1% | -5.3% | +1.9% |
| 5Y | +52.0% | +53.7% | -1.7% | +2.5% |
| All | +312.4% | +215.5% | +96.8% | +53.8% |
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