+367.1%
VT vs RRC
-7.9%
+374.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.3% |
| 7D | -0.3% | -6.8% | +6.5% | +0.9% |
| 30D | -1.4% | +34.7% | -36.2% | -6.7% |
| 3M | -1.4% | +31.5% | -32.9% | -6.5% |
| 6M | +5.5% | +21.8% | -16.3% | +1.1% |
| YTD | +12.8% | +48.9% | -36.0% | +4.0% |
| 1Y | +15.4% | +42.1% | -26.7% | +7.1% |
| 3Y | +76.9% | +44.1% | +32.8% | +60.9% |
| 5Y | +60.4% | +137.8% | -77.3% | +27.4% |
| 10Y | +232.8% | +74.1% | +158.7% | +145.8% |
| All | +367.1% | -7.9% | +374.9% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling