+774.0%
RUSHB vs VT
+223.7%
+550.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +4.1% | -2.6% | +6.7% | +7.4% |
| 3M | +13.6% | -3.2% | +16.8% | +18.1% |
| 6M | +31.2% | +0.9% | +30.3% | +29.0% |
| YTD | +60.5% | +11.3% | +49.1% | +39.3% |
| 1Y | +78.9% | +14.0% | +64.9% | +50.9% |
| 3Y | +123.6% | +75.8% | +47.8% | +11.2% |
| 5Y | +168.7% | +57.8% | +110.8% | +52.4% |
| 10Y | +774.0% | +219.8% | +554.2% | +111.0% |
| All | +774.0% | +223.7% | +550.4% | +111.0% |
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