+1,959.7%
RUSHB vs VT
+357.8%
+1,601.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | +1.0% | +2.9% | -1.9% | -2.1% |
| 30D | +4.0% | -2.5% | +6.5% | +7.0% |
| 3M | +14.2% | -3.3% | +17.5% | +18.6% |
| 6M | +36.2% | +1.5% | +34.7% | +33.3% |
| YTD | +60.6% | +11.4% | +49.2% | +41.2% |
| 1Y | +75.2% | +11.9% | +63.3% | +53.4% |
| 3Y | +117.9% | +73.9% | +44.0% | +17.5% |
| 5Y | +168.9% | +57.9% | +111.0% | +60.3% |
| 10Y | +758.9% | +222.6% | +536.2% | +145.9% |
| All | +1,959.7% | +357.8% | +1,601.9% | +320.1% |
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