+763.5%
RWJ vs VT
+346.0%
+417.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -1.5% | -2.3% | +0.8% | +0.8% |
| 30D | +1.8% | -5.0% | +6.8% | +7.1% |
| 3M | -5.5% | -4.9% | -0.7% | -0.8% |
| 6M | +3.7% | -1.5% | +5.2% | +4.9% |
| YTD | +19.9% | +8.5% | +11.5% | +9.8% |
| 1Y | +24.6% | +11.4% | +13.3% | +11.1% |
| 3Y | +67.6% | +70.1% | -2.5% | -1.2% |
| 5Y | +42.3% | +53.7% | -11.4% | -6.6% |
| 10Y | +252.3% | +220.0% | +32.4% | +18.7% |
| All | +763.5% | +346.0% | +417.4% | +108.6% |
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