-46.0%
RELY vs VT
+70.2%
-116.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +0.4% | -1.9% | -2.0% |
| 30D | +8.7% | +1.0% | +7.8% | +7.4% |
| 3M | +32.1% | +2.4% | +29.7% | +28.1% |
| 6M | +50.7% | +12.0% | +38.7% | +29.2% |
| YTD | +89.6% | +15.3% | +74.3% | +55.6% |
| 1Y | +33.0% | +22.6% | +10.4% | +0.2% |
| 3Y | +3.1% | +74.7% | -71.6% | -55.7% |
| All | -46.0% | +70.2% | -116.2% | -73.4% |
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