+44.0%
RUSC vs VT
+34.8%
+9.1%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | +0.4% | -0.2% | -0.3% |
| 30D | -1.6% | +1.0% | -2.6% | -2.7% |
| 3M | +2.5% | +2.4% | +0.1% | -0.2% |
| 6M | +13.6% | +12.0% | +1.6% | -0.6% |
| YTD | +22.5% | +15.3% | +7.2% | +2.8% |
| 1Y | +25.9% | +22.6% | +3.3% | -3.2% |
| All | +44.0% | +34.8% | +9.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling