+316.1%
RL vs VT
+224.5%
+91.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.3% |
| 30D | -7.8% | +1.0% | -8.7% | -9.0% |
| 3M | -4.0% | +2.4% | -6.4% | -7.1% |
| 6M | -1.9% | +12.0% | -13.9% | -15.0% |
| YTD | -0.2% | +15.3% | -15.5% | -16.8% |
| 1Y | +10.7% | +22.6% | -11.9% | -14.5% |
| 3Y | +210.8% | +74.7% | +136.1% | +56.6% |
| 5Y | +238.2% | +66.1% | +172.1% | +84.5% |
| All | +316.1% | +224.5% | +91.6% | +21.8% |
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