+105.5%
RUSHA vs VT
+59.8%
+45.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.2% |
| 7D | -2.4% | -0.7% | -1.7% | -1.8% |
| 30D | +2.0% | -1.7% | +3.7% | +3.6% |
| 3M | -16.6% | -2.3% | -14.3% | -14.8% |
| 6M | -5.9% | +1.5% | -7.4% | -7.5% |
| YTD | +26.8% | +12.0% | +14.8% | +13.1% |
| 1Y | +37.6% | +12.9% | +24.7% | +21.8% |
| 3Y | +85.3% | +74.9% | +10.4% | +10.6% |
| 5Y | +105.5% | +59.9% | +45.6% | +29.8% |
| All | +105.5% | +59.8% | +45.7% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling