+509.8%
RELX vs VT
+345.0%
+164.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +4.1% |
| 7D | +5.9% | -4.2% | +10.1% | +9.3% |
| 30D | +21.8% | -5.8% | +27.6% | +27.3% |
| 3M | +14.1% | -5.2% | +19.4% | +18.6% |
| 6M | +17.8% | +0.1% | +17.7% | +16.4% |
| YTD | +5.4% | +8.2% | -2.9% | -2.6% |
| 1Y | -4.5% | +10.1% | -14.6% | -12.9% |
| 3Y | +25.5% | +69.7% | -44.2% | -20.3% |
| 5Y | +45.0% | +53.4% | -8.3% | -0.6% |
| 10Y | +197.4% | +219.2% | -21.8% | +9.1% |
| All | +509.8% | +345.0% | +164.8% | +64.9% |
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