+354.7%
RL vs VO
+197.5%
+157.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +2.5% |
| 7D | +0.2% | -0.1% | +0.4% | +0.7% |
| 30D | +7.3% | +0.5% | +6.8% | +7.0% |
| 3M | +1.0% | -1.0% | +2.1% | +2.6% |
| 6M | +11.8% | +6.4% | +5.3% | +4.0% |
| YTD | +13.6% | +13.6% | 0.0% | -1.8% |
| 1Y | +24.0% | +14.5% | +9.6% | +6.3% |
| 3Y | +256.6% | +67.2% | +189.4% | +99.7% |
| 5Y | +240.2% | +36.1% | +204.1% | +144.8% |
| All | +354.7% | +197.5% | +157.2% | +38.4% |
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