-17.0%
RTYY vs VT
+16.6%
-33.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | -3.8% | +1.0% | -4.7% | -4.6% |
| 3M | -10.7% | +2.4% | -13.1% | -12.6% |
| 6M | -9.1% | +12.0% | -21.1% | -18.0% |
| YTD | -3.7% | +15.3% | -19.1% | -16.8% |
| All | -17.0% | +16.6% | -33.6% | -29.6% |
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