+221.9%
RL vs VT
+53.4%
+168.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.7% |
| 7D | -4.2% | -2.3% | -1.8% | -0.8% |
| 30D | +4.3% | -5.0% | +9.2% | +12.1% |
| 3M | -4.6% | -4.9% | +0.3% | +2.3% |
| 6M | +1.7% | -1.5% | +3.3% | +3.7% |
| YTD | +7.3% | +8.5% | -1.1% | -4.5% |
| 1Y | +20.8% | +11.4% | +9.4% | +3.6% |
| 3Y | +247.0% | +70.1% | +176.9% | +67.2% |
| All | +221.9% | +53.4% | +168.5% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling