-5.0%
RTO vs VT
+76.6%
-81.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.1% |
| 7D | +6.1% | -0.3% | +6.4% | +6.3% |
| 30D | +20.7% | -1.4% | +22.2% | +22.1% |
| 3M | -2.6% | -1.4% | -1.3% | -1.7% |
| 6M | -27.1% | +5.5% | -32.6% | -31.6% |
| YTD | -16.2% | +12.8% | -29.0% | -26.8% |
| 1Y | -9.9% | +15.4% | -25.3% | -23.2% |
| All | -5.0% | +76.6% | -81.6% | -54.5% |
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