-9.0%
RFM price history and return analytics
+66.2%
-75.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.7% | +1.0% | -2.8% | -2.0% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | -0.9% | +4.5% | -5.5% | -2.3% |
| 6M | +0.6% | +14.1% | -13.5% | -3.4% |
| YTD | +5.8% | +14.8% | -8.9% | +1.5% |
| 1Y | +7.8% | +21.2% | -13.4% | +1.6% |
| 3Y | +14.9% | +76.6% | -61.7% | -4.1% |
| 5Y | -9.0% | +66.6% | -75.6% | -24.4% |
| All | -9.0% | +66.2% | -75.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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