+670.9%
RTX vs VT
+363.9%
+307.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -4.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.5% |
| 30D | +7.6% | -1.4% | +9.1% | +8.8% |
| 3M | -8.6% | -1.4% | -7.3% | -7.9% |
| 6M | +15.6% | +5.5% | +10.2% | +9.4% |
| YTD | +9.4% | +12.8% | -3.5% | -2.8% |
| 1Y | +14.7% | +15.4% | -0.8% | -0.1% |
| 3Y | +154.7% | +76.9% | +77.8% | +48.9% |
| 5Y | +150.9% | +60.4% | +90.5% | +57.9% |
| 10Y | +290.8% | +232.8% | +58.0% | +33.2% |
| All | +670.9% | +363.9% | +307.0% | +105.2% |
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