+152.1%
VTV vs RPRX
+52.7%
+99.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.1% | -8.4% | +7.3% | +0.4% |
| 30D | -1.0% | -0.6% | -0.4% | -1.0% |
| 3M | +4.6% | +6.4% | -1.8% | +3.4% |
| 6M | +13.5% | +26.6% | -13.1% | +8.7% |
| YTD | +18.5% | +53.8% | -35.3% | +9.7% |
| 1Y | +22.9% | +62.8% | -39.9% | +12.4% |
| 3Y | +67.8% | +118.0% | -50.2% | +44.9% |
| 5Y | +81.8% | +71.2% | +10.7% | +64.4% |
| All | +152.1% | +52.7% | +99.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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