-69.8%
RWM vs VT
+224.5%
-294.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | +0.4% | -0.4% | +0.6% |
| 30D | +1.7% | +1.0% | +0.7% | +3.0% |
| 3M | -0.7% | +2.4% | -3.1% | +2.7% |
| 6M | -10.9% | +12.0% | -22.9% | +3.5% |
| YTD | -15.7% | +15.3% | -31.1% | +1.7% |
| 1Y | -18.7% | +22.6% | -41.3% | +6.2% |
| 3Y | -31.3% | +74.7% | -106.0% | +45.0% |
| 5Y | -23.9% | +66.1% | -90.0% | +65.3% |
| All | -69.8% | +224.5% | -294.2% | +73.9% |
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