+555.7%
RUSHA vs VT
+215.5%
+340.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +2.8% | -2.3% | +5.2% | +5.3% |
| 30D | -2.1% | -5.0% | +2.9% | +3.1% |
| 3M | -16.6% | -4.9% | -11.7% | -12.3% |
| 6M | -7.4% | -1.5% | -5.8% | -6.3% |
| YTD | +23.9% | +8.5% | +15.4% | +13.1% |
| 1Y | +41.9% | +11.4% | +30.6% | +26.1% |
| 3Y | +80.4% | +70.1% | +10.3% | +3.9% |
| 5Y | +94.8% | +53.7% | +41.1% | +24.2% |
| All | +555.7% | +215.5% | +340.2% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling