+220.3%
RWR vs VT
+374.2%
-153.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.9% |
| 30D | -3.6% | +1.0% | -4.6% | -4.7% |
| 3M | +2.2% | +2.4% | -0.2% | -1.1% |
| 6M | +4.5% | +12.0% | -7.5% | -8.5% |
| YTD | +15.0% | +15.3% | -0.3% | -2.7% |
| 1Y | +15.7% | +22.6% | -6.9% | -8.6% |
| 3Y | +38.5% | +74.7% | -36.2% | -26.7% |
| 5Y | +16.2% | +66.1% | -50.0% | -35.7% |
| 10Y | +57.2% | +225.0% | -167.8% | -60.7% |
| All | +220.3% | +374.2% | -153.9% | -50.8% |
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