+33.0%
RXO vs VT
+100.0%
-67.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.2% |
| 30D | -4.0% | -3.1% | -0.9% | +0.4% |
| 3M | +30.9% | -3.5% | +34.4% | +38.2% |
| 6M | +28.4% | +0.5% | +28.0% | +26.2% |
| YTD | +121.0% | +10.8% | +110.2% | +85.8% |
| 1Y | +142.4% | +11.9% | +130.6% | +101.8% |
| 3Y | +54.9% | +73.0% | -18.1% | -25.6% |
| All | +33.0% | +100.0% | -67.0% | -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 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