-11.8%
RUM vs VT
+78.7%
-90.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | -4.2% | +0.4% | -4.7% | -4.8% |
| 30D | +38.9% | +1.0% | +38.0% | +37.1% |
| 3M | +5.1% | +2.4% | +2.8% | +2.5% |
| 6M | +55.0% | +12.0% | +43.0% | +34.3% |
| YTD | +36.1% | +15.3% | +20.7% | +13.8% |
| 1Y | +20.6% | +22.6% | -2.0% | -6.3% |
| 3Y | +9.1% | +74.7% | -65.5% | -41.1% |
| 5Y | -11.5% | +66.1% | -77.7% | -54.8% |
| All | -11.8% | +78.7% | -90.4% | -54.6% |
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