-49.6%
RUM vs VT
+68.0%
-117.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.3% |
| 7D | -7.6% | -2.3% | -5.3% | -3.9% |
| 30D | -34.6% | -5.0% | -29.7% | -28.5% |
| 3M | -20.7% | -4.9% | -15.8% | -13.1% |
| 6M | -38.9% | -1.5% | -37.4% | -35.5% |
| YTD | -22.2% | +8.5% | -30.7% | -27.7% |
| 1Y | -16.6% | +11.4% | -27.9% | -24.7% |
| 3Y | +2.8% | +70.1% | -67.2% | -40.3% |
| 5Y | -49.6% | +53.7% | -103.3% | -71.3% |
| All | -49.6% | +68.0% | -117.6% | -71.1% |
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