+676.9%
RL vs VT
+345.0%
+331.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.1% | -3.3% | -2.9% |
| 7D | -4.7% | -4.2% | -0.5% | +0.1% |
| 30D | +3.6% | -5.8% | +9.4% | +10.8% |
| 3M | +0.5% | -5.2% | +5.8% | +6.7% |
| 6M | +6.6% | +0.1% | +6.5% | +6.5% |
| YTD | +8.8% | +8.2% | +0.6% | +0.1% |
| 1Y | +21.8% | +10.1% | +11.6% | +10.0% |
| 3Y | +245.8% | +69.7% | +176.2% | +99.6% |
| 5Y | +230.0% | +53.4% | +176.6% | +116.9% |
| 10Y | +369.4% | +219.2% | +150.2% | +51.6% |
| All | +676.9% | +345.0% | +331.9% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling