+201.7%
RELX vs VT
+217.6%
-15.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.2% |
| 30D | +10.5% | -3.1% | +13.5% | +12.6% |
| 3M | +12.0% | -3.5% | +15.5% | +14.5% |
| 6M | +19.8% | +0.5% | +19.3% | +18.2% |
| YTD | +1.5% | +10.8% | -9.3% | -7.3% |
| 1Y | -2.4% | +11.9% | -14.3% | -11.5% |
| 3Y | +16.7% | +73.0% | -56.3% | -24.9% |
| 5Y | +40.5% | +58.6% | -18.1% | -3.9% |
| 10Y | +201.7% | +219.2% | -17.5% | +28.5% |
| All | +201.7% | +217.6% | -15.9% | +28.5% |
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