+224.6%
VT vs RRC
+72.2%
+152.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.7% | +25.2% | -27.0% | -4.2% |
| 3M | -2.3% | +27.8% | -30.1% | -5.0% |
| 6M | +1.5% | +27.2% | -25.7% | -1.4% |
| YTD | +12.0% | +48.2% | -36.1% | +6.8% |
| 1Y | +12.9% | +34.7% | -21.8% | +8.6% |
| 3Y | +74.9% | +62.2% | +12.7% | +63.6% |
| 5Y | +59.9% | +130.9% | -71.0% | +41.3% |
| 10Y | +224.6% | +73.4% | +151.2% | +153.0% |
| All | +224.6% | +72.2% | +152.4% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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