+942.2%
VTI vs RRX
+1,062.6%
-120.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -2.0% | -3.7% | +1.7% | -0.7% |
| 30D | -1.9% | -9.3% | +7.3% | +1.4% |
| 3M | +4.5% | -21.8% | +26.3% | +12.2% |
| 6M | +12.6% | -22.0% | +34.6% | +19.1% |
| YTD | +12.0% | +11.9% | +0.1% | +2.3% |
| 1Y | +17.3% | +11.6% | +5.7% | +6.4% |
| 3Y | +75.3% | +2.2% | +73.2% | +54.4% |
| 5Y | +74.0% | +14.9% | +59.1% | +41.8% |
| 10Y | +300.0% | +214.2% | +85.8% | +105.0% |
| All | +942.2% | +1,062.6% | -120.4% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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