-84.6%
RXT vs VT
+112.6%
-197.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +5.8% |
| 7D | -3.4% | -2.3% | -1.1% | +2.7% |
| 30D | -34.3% | -5.0% | -29.3% | -24.9% |
| 3M | -47.5% | -4.9% | -42.6% | -39.6% |
| 6M | +11.5% | -1.5% | +13.0% | +20.3% |
| YTD | +160.6% | +8.5% | +152.1% | +128.4% |
| 1Y | +73.3% | +11.4% | +61.9% | +43.4% |
| 3Y | +80.7% | +70.1% | +10.6% | -34.2% |
| 5Y | -82.7% | +53.7% | -136.4% | -92.7% |
| All | -84.6% | +112.6% | -197.2% | -94.5% |
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