-38.7%
RTO price history and return analytics
+53.4%
-92.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +1.2% | -2.3% | +3.6% | +3.2% |
| 30D | +18.9% | -5.0% | +23.9% | +24.0% |
| 3M | -2.6% | -4.9% | +2.3% | +1.4% |
| 6M | -30.3% | -1.5% | -28.8% | -30.3% |
| YTD | -18.1% | +8.5% | -26.6% | -25.5% |
| 1Y | -10.5% | +11.4% | -21.9% | -20.7% |
| 3Y | -7.2% | +70.1% | -77.3% | -45.0% |
| All | -38.7% | +53.4% | -92.1% | -62.4% |
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