+444.4%
RELL vs VT
+363.9%
+80.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.4% |
| 7D | -7.3% | -0.3% | -7.0% | -7.1% |
| 30D | +4.2% | -1.4% | +5.6% | +5.3% |
| 3M | -8.2% | -1.4% | -6.9% | -7.2% |
| 6M | +35.0% | +5.5% | +29.5% | +32.1% |
| YTD | +82.0% | +12.8% | +69.2% | +72.3% |
| 1Y | +87.4% | +15.4% | +72.0% | +75.3% |
| 3Y | +80.3% | +76.9% | +3.5% | +35.3% |
| 5Y | +78.3% | +60.4% | +17.9% | +41.4% |
| 10Y | +331.1% | +232.8% | +98.3% | +137.7% |
| All | +444.4% | +363.9% | +80.5% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling