+102.9%
RTO vs VT
+214.8%
-111.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +3.0% |
| 7D | +3.5% | -4.2% | +7.7% | +7.1% |
| 30D | +20.7% | -5.8% | +26.5% | +26.5% |
| 3M | -1.8% | -5.2% | +3.5% | +2.3% |
| 6M | -28.1% | +0.1% | -28.2% | -29.1% |
| YTD | -16.5% | +8.2% | -24.7% | -23.0% |
| 1Y | -10.7% | +10.1% | -20.8% | -18.9% |
| 3Y | -5.6% | +69.7% | -75.3% | -40.5% |
| 5Y | -36.9% | +53.4% | -90.3% | -57.1% |
| All | +102.9% | +214.8% | -111.9% | -21.6% |
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