-81.6%
RXT vs VT
+118.3%
-199.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.5% |
| 7D | +26.5% | +2.9% | +23.6% | +19.5% |
| 30D | -17.1% | -2.5% | -14.6% | -10.1% |
| 3M | -35.1% | -3.3% | -31.8% | -27.6% |
| 6M | -52.4% | +1.5% | -54.0% | -51.5% |
| YTD | +210.0% | +11.4% | +198.6% | +158.1% |
| 1Y | +152.9% | +11.9% | +141.0% | +108.4% |
| 3Y | +138.9% | +73.9% | +65.0% | -16.6% |
| 5Y | -79.7% | +57.9% | -137.6% | -91.9% |
| All | -81.6% | +118.3% | -199.9% | -93.8% |
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