+522.6%
RUSHA vs VT
+221.8%
+300.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +2.5% | +2.4% | +0.1% | 0.0% |
| 30D | +3.5% | -1.5% | +5.0% | +4.9% |
| 3M | -17.4% | -4.1% | -13.3% | -13.8% |
| 6M | -2.8% | +0.6% | -3.3% | -3.8% |
| YTD | +27.0% | +11.0% | +15.9% | +13.1% |
| 1Y | +42.4% | +13.3% | +29.0% | +24.1% |
| 3Y | +86.0% | +73.4% | +12.6% | +5.0% |
| 5Y | +104.5% | +57.4% | +47.1% | +27.2% |
| All | +522.6% | +221.8% | +300.9% | +71.3% |
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