+541.4%
RUSHA vs VT
+223.7%
+317.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -0.7% |
| 7D | +1.4% | +0.4% | +1.0% | +0.9% |
| 30D | +1.3% | -2.6% | +3.9% | +3.9% |
| 3M | -15.3% | -3.2% | -12.1% | -12.5% |
| 6M | -6.0% | +0.9% | -6.9% | -7.3% |
| YTD | +26.4% | +11.3% | +15.1% | +12.3% |
| 1Y | +40.2% | +14.0% | +26.2% | +21.5% |
| 3Y | +88.7% | +75.8% | +12.8% | +5.0% |
| 5Y | +103.0% | +57.8% | +45.2% | +26.0% |
| 10Y | +541.4% | +219.8% | +321.6% | +80.6% |
| All | +541.4% | +223.7% | +317.7% | +80.6% |
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 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