+113.5%
VT vs RVMD
+510.7%
-397.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +2.4% | -10.4% | +12.7% | +3.5% |
| 30D | -1.5% | -11.0% | +9.5% | -0.4% |
| 3M | -4.1% | -14.7% | +10.6% | -2.7% |
| 6M | +0.6% | +14.9% | -14.4% | -1.4% |
| YTD | +11.0% | +116.3% | -105.3% | -0.3% |
| 1Y | +13.3% | +167.6% | -154.3% | -0.9% |
| 3Y | +73.4% | +776.8% | -703.4% | +29.3% |
| 5Y | +57.4% | +424.8% | -367.4% | +16.5% |
| All | +113.5% | +510.7% | -397.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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