-60.2%
RXST vs VT
+71.6%
-131.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -9.6% | +0.4% | -10.0% | -10.2% |
| 30D | +1.4% | +1.0% | +0.4% | 0.0% |
| 3M | +25.0% | +2.4% | +22.6% | +20.2% |
| 6M | -19.6% | +12.0% | -31.6% | -31.3% |
| YTD | -38.8% | +15.3% | -54.2% | -49.7% |
| 1Y | -24.7% | +22.6% | -47.3% | -42.8% |
| 3Y | -78.2% | +74.7% | -152.8% | -89.1% |
| 5Y | -60.2% | +66.1% | -126.4% | -76.9% |
| All | -60.2% | +71.6% | -131.8% | -79.6% |
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