-7.4%
RTO vs VT
+73.6%
-81.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.0% | -1.6% | +4.6% | +4.4% |
| 30D | +18.1% | -2.5% | +20.6% | +20.5% |
| 3M | -0.2% | -1.3% | +1.1% | +0.6% |
| 6M | -29.6% | +3.1% | -32.7% | -32.6% |
| YTD | -18.2% | +10.9% | -29.2% | -27.6% |
| 1Y | -13.1% | +12.1% | -25.1% | -23.9% |
| All | -7.4% | +73.6% | -81.0% | -55.0% |
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