+82.0%
RWR vs VT
+217.6%
-135.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | +2.6% | -0.1% | +2.8% | +2.6% |
| 30D | +7.7% | -3.1% | +10.8% | +10.5% |
| 3M | +0.4% | -3.5% | +3.9% | +3.4% |
| 6M | +3.9% | +0.5% | +3.4% | +2.6% |
| YTD | +17.5% | +10.8% | +6.7% | +5.8% |
| 1Y | +16.9% | +11.9% | +5.0% | +4.2% |
| 3Y | +53.9% | +73.0% | -19.1% | -9.5% |
| 5Y | +16.5% | +58.6% | -42.1% | -25.9% |
| 10Y | +82.0% | +219.2% | -137.2% | -34.4% |
| All | +82.0% | +217.6% | -135.6% | -34.4% |
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