+414.3%
VUG vs RRX
+228.4%
+185.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.2% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | -1.0% | -6.1% | +5.2% | +0.9% |
| 3M | +3.5% | -23.1% | +26.6% | +11.0% |
| 6M | +14.2% | -19.5% | +33.7% | +19.0% |
| YTD | +8.5% | +16.1% | -7.6% | -1.5% |
| 1Y | +12.9% | +12.9% | -0.1% | +2.7% |
| 3Y | +85.6% | +7.9% | +77.7% | +62.3% |
| 5Y | +78.1% | +19.1% | +59.0% | +45.7% |
| All | +414.3% | +228.4% | +185.9% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling