+542.0%
RZV vs VT
+374.2%
+167.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.5% | +0.4% | 0.0% | 0.0% |
| 30D | -0.5% | +1.0% | -1.5% | -1.6% |
| 3M | +7.1% | +2.4% | +4.7% | +3.9% |
| 6M | +16.4% | +12.0% | +4.4% | +1.7% |
| YTD | +27.8% | +15.3% | +12.4% | +7.9% |
| 1Y | +28.9% | +22.6% | +6.3% | +1.7% |
| 3Y | +61.1% | +74.7% | -13.6% | -14.5% |
| 5Y | +72.2% | +66.1% | +6.1% | -3.1% |
| 10Y | +173.9% | +225.0% | -51.1% | -25.6% |
| All | +542.0% | +374.2% | +167.8% | +21.1% |
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