+12.3%
RWX vs VT
+223.7%
-211.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.5% |
| 7D | +1.7% | +0.4% | +1.4% | +1.4% |
| 30D | +5.4% | -2.6% | +7.9% | +7.1% |
| 3M | -4.4% | -3.2% | -1.2% | -2.4% |
| 6M | -3.7% | +0.9% | -4.7% | -4.6% |
| YTD | -2.2% | +11.3% | -13.5% | -9.4% |
| 1Y | -1.6% | +14.0% | -15.6% | -10.4% |
| 3Y | +25.3% | +75.8% | -50.5% | -16.4% |
| 5Y | -11.4% | +57.8% | -69.3% | -36.8% |
| 10Y | +12.3% | +219.8% | -207.5% | -53.2% |
| All | +12.3% | +223.7% | -211.4% | -53.2% |
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