+76.5%
VUG vs RRX
+14.8%
+61.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -1.9% | -3.7% | +1.9% | -0.9% |
| 30D | -1.6% | -9.3% | +7.7% | +1.0% |
| 3M | +4.4% | -21.8% | +26.2% | +10.4% |
| 6M | +13.2% | -22.0% | +35.2% | +18.3% |
| YTD | +7.5% | +11.9% | -4.4% | -0.7% |
| 1Y | +12.5% | +11.6% | +0.9% | +3.3% |
| 3Y | +86.0% | +2.2% | +83.8% | +68.5% |
| 5Y | +76.5% | +14.9% | +61.6% | +50.1% |
| All | +76.5% | +14.8% | +61.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling