+203.4%
RTO vs VT
+356.1%
-152.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.0% | -1.6% | +4.6% | +4.2% |
| 30D | +18.1% | -2.5% | +20.6% | +20.2% |
| 3M | -0.2% | -1.3% | +1.1% | +0.5% |
| 6M | -29.6% | +3.1% | -32.7% | -31.8% |
| YTD | -18.2% | +10.9% | -29.2% | -25.1% |
| 1Y | -13.1% | +12.1% | -25.1% | -21.0% |
| 3Y | -7.6% | +73.9% | -81.5% | -39.3% |
| 5Y | -38.5% | +58.0% | -96.5% | -56.6% |
| 10Y | +94.3% | +225.5% | -131.2% | -18.8% |
| All | +203.4% | +356.1% | -152.7% | -21.7% |
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