+206.8%
RTO vs VT
+374.2%
-167.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.3% | +0.4% | +0.8% | +0.9% |
| 30D | -2.8% | +1.0% | -3.8% | -3.6% |
| 3M | -19.1% | +2.4% | -21.5% | -21.1% |
| 6M | -15.3% | +12.0% | -27.3% | -22.9% |
| YTD | -17.3% | +15.3% | -32.7% | -26.3% |
| 1Y | -3.2% | +22.6% | -25.8% | -17.6% |
| 3Y | -31.8% | +74.7% | -106.5% | -55.1% |
| 5Y | -35.9% | +66.1% | -102.1% | -56.4% |
| 10Y | +84.6% | +225.0% | -140.4% | -22.8% |
| All | +206.8% | +374.2% | -167.4% | -23.0% |
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 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