-53.5%
RELY vs VT
+63.9%
-117.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.6% |
| 7D | +1.0% | +2.4% | -1.3% | -2.2% |
| 30D | -4.0% | -1.5% | -2.5% | -0.7% |
| 3M | -12.0% | -4.1% | -7.9% | -5.4% |
| 6M | -5.1% | +0.6% | -5.6% | -4.4% |
| YTD | +63.4% | +11.0% | +52.4% | +43.2% |
| 1Y | +80.5% | +13.3% | +67.2% | +53.7% |
| 3Y | +8.6% | +73.4% | -64.8% | -52.1% |
| 5Y | -26.2% | +57.4% | -83.7% | -58.6% |
| All | -53.5% | +63.9% | -117.3% | -75.5% |
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