+319.7%
RL vs VO
+197.6%
+122.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.6% | +3.1% | -0.5% | -1.1% |
| 30D | +2.9% | +2.2% | +0.7% | +0.6% |
| 3M | 0.0% | -2.5% | +2.5% | +3.4% |
| 6M | +17.1% | +7.0% | +10.2% | +8.3% |
| YTD | +10.1% | +14.0% | -3.9% | -5.3% |
| 1Y | +17.3% | +15.6% | +1.7% | -0.7% |
| 3Y | +249.3% | +66.2% | +183.2% | +97.1% |
| 5Y | +240.9% | +36.6% | +204.3% | +144.0% |
| All | +319.7% | +197.6% | +122.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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