+219.8%
VT vs RRC
+63.1%
+156.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +0.4% | -10.3% | +10.7% | +1.5% |
| 30D | -2.6% | +19.5% | -22.1% | -4.6% |
| 3M | -3.2% | +27.9% | -31.2% | -5.9% |
| 6M | +0.9% | +21.2% | -20.2% | -1.5% |
| YTD | +11.3% | +39.6% | -28.3% | +6.7% |
| 1Y | +14.0% | +31.3% | -17.3% | +9.9% |
| 3Y | +75.8% | +51.9% | +23.9% | +65.5% |
| 5Y | +57.8% | +110.2% | -52.3% | +40.7% |
| 10Y | +219.8% | +56.7% | +163.1% | +151.6% |
| All | +219.8% | +63.1% | +156.7% | +151.6% |
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