+1,682.3%
RUSHB vs VT
+374.2%
+1,308.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +1.1% | +0.4% | +0.6% | +0.6% |
| 30D | -2.0% | +1.0% | -3.0% | -3.0% |
| 3M | +18.1% | +2.4% | +15.8% | +14.7% |
| 6M | +20.7% | +12.0% | +8.7% | +5.8% |
| YTD | +39.0% | +15.3% | +23.6% | +17.6% |
| 1Y | +31.3% | +22.6% | +8.8% | +3.7% |
| 3Y | +74.3% | +74.7% | -0.4% | -6.3% |
| 5Y | +194.6% | +66.1% | +128.4% | +65.9% |
| 10Y | +725.5% | +225.0% | +500.5% | +134.6% |
| All | +1,682.3% | +374.2% | +1,308.1% | +249.8% |
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 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