+1,467.0%
RUSHA vs VT
+374.2%
+1,092.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.2% | +0.4% | -0.2% | -0.3% |
| 30D | -6.6% | +1.0% | -7.5% | -7.6% |
| 3M | +15.6% | +2.4% | +13.2% | +12.1% |
| 6M | +7.5% | +12.0% | -4.5% | -6.1% |
| YTD | +42.4% | +15.3% | +27.1% | +20.0% |
| 1Y | +31.8% | +22.6% | +9.2% | +3.2% |
| 3Y | +89.5% | +74.7% | +14.8% | -0.9% |
| 5Y | +182.2% | +66.1% | +116.1% | +53.8% |
| 10Y | +717.4% | +225.0% | +492.4% | +99.1% |
| All | +1,467.0% | +374.2% | +1,092.8% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling