-92.7%
RXD vs VT
+215.5%
-308.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.5% |
| 7D | -0.3% | -2.3% | +2.0% | -3.0% |
| 30D | -17.2% | -5.0% | -12.3% | -22.4% |
| 3M | -21.8% | -4.9% | -16.9% | -26.5% |
| 6M | -39.1% | -1.5% | -37.6% | -40.4% |
| YTD | -30.9% | +8.5% | -39.4% | -22.0% |
| 1Y | -38.8% | +11.4% | -50.2% | -28.1% |
| 3Y | -49.4% | +70.1% | -119.5% | +13.0% |
| 5Y | -46.2% | +53.7% | -99.9% | +15.4% |
| All | -92.7% | +215.5% | -308.2% | -48.0% |
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 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