-54.7%
RELY vs VT
+66.9%
-121.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.9% | -8.0% | -7.7% |
| 7D | -18.5% | -2.0% | -16.5% | -16.1% |
| 30D | -7.1% | -1.4% | -5.7% | -5.0% |
| 3M | +21.6% | +4.7% | +16.8% | +14.4% |
| 6M | +28.4% | +11.4% | +17.0% | +11.2% |
| YTD | +58.9% | +13.1% | +45.9% | +34.2% |
| 1Y | +16.2% | +19.0% | -2.8% | -8.6% |
| 3Y | -13.0% | +73.9% | -86.9% | -62.5% |
| All | -54.7% | +66.9% | -121.6% | -77.1% |
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