-60.1%
RXST vs VT
+57.4%
-117.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +3.7% |
| 7D | +1.2% | +0.4% | +0.9% | +1.3% |
| 30D | +1.0% | -2.6% | +3.6% | +4.9% |
| 3M | -22.4% | -3.2% | -19.1% | -18.9% |
| 6M | -16.9% | +0.9% | -17.9% | -18.5% |
| YTD | -53.4% | +11.3% | -64.7% | -59.7% |
| 1Y | -48.1% | +14.0% | -62.1% | -56.4% |
| 3Y | -79.6% | +75.8% | -155.4% | -89.8% |
| 5Y | -60.1% | +57.8% | -117.9% | -76.9% |
| All | -60.1% | +57.4% | -117.5% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling