+223.3%
RWR vs VT
+345.0%
-121.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +2.9% |
| 7D | +2.8% | -4.2% | +7.0% | +7.4% |
| 30D | +6.3% | -5.8% | +12.1% | +13.0% |
| 3M | -2.8% | -5.2% | +2.5% | +2.7% |
| 6M | +3.9% | +0.1% | +3.7% | +2.5% |
| YTD | +16.1% | +8.2% | +7.9% | +4.8% |
| 1Y | +16.6% | +10.1% | +6.5% | +3.2% |
| 3Y | +48.5% | +69.7% | -21.1% | -19.4% |
| 5Y | +14.9% | +53.4% | -38.5% | -30.8% |
| 10Y | +78.7% | +219.2% | -140.5% | -54.8% |
| All | +223.3% | +345.0% | -121.7% | -47.0% |
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