+216.2%
RL vs VIG
+58.6%
+157.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.1% |
| 30D | -7.8% | -1.0% | -6.8% | -6.4% |
| 3M | -4.0% | +2.8% | -6.8% | -7.9% |
| 6M | -1.9% | +8.2% | -10.1% | -12.7% |
| YTD | -0.2% | +11.0% | -11.2% | -14.6% |
| 1Y | +10.7% | +16.1% | -5.5% | -11.3% |
| All | +216.2% | +58.6% | +157.6% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling