-60.2%
RBLY vs VT
+23.6%
-83.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | +5.9% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | -0.7% | +15.4% | +15.5% |
| 3M | -0.9% | +4.0% | -4.9% | -5.3% |
| 6M | -33.6% | +12.3% | -45.9% | -43.1% |
| YTD | -47.1% | +14.0% | -61.1% | -54.9% |
| 1Y | -64.1% | +20.3% | -84.4% | -70.7% |
| All | -60.2% | +23.6% | -83.8% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling